Pin to start in Send to(explorer)

I read quite a few online guides on how to customize send to menu in explorer when you highlight a file and click RMB on it, in Windows explorer. None of them however answered my question which is - how to add a command to pin a certain file/application to the start menu? For instance, right now I want to pin the app that put its .exe and appropriate files in C:users/username/appData/local/temp there is no option to pin this executable to start. Is there a way to add that command?
Maybe to the menu send to.

Thank you for the response, although that was not what I was looking for.
First to your initial comment - yes it is a strange place for an exe file. But I just throw that on the "not very user oriented" approach of the developer. It's a completely safe modification to the game I love to play. Written by a third party developer, my personal friend.

As you can see above, although I did every step in the guide(I created a separate admin account and did it from there), I don't have an option "pin to start"
I was looking for an option to pin to start any file on my drive. Whether it'll be executable or any other type(txt, dds, XML)
For instance, I'd like to be able to pin to start, in the tile area -the one on the right , .XML file on my drive - I cannot do that now. Is there any way to do it and if the answer is yes, what is the solution here?

Yes I did and apparently, I'm doing something wrong as I still do not have it -
Maybe you can point out what I'm doing wrong here.
What I've done is:

Administrator account-> , after restart and log into my user account - still
Where is my mistake?