Depending on which place you are looking to add to simply right click and select "pin to start" or "pin to taskbar". Start being the windows menu and taskbar being the applications in the taskbar area.
I am new to pc using and while installing some games i opted out from creating startup shortcut. Now I want it as its more convenient for accessing. I don't want to pin them as a tile in start menu. I want it to be present in app list