I have this problem too,
I use keynote and conemu64 installed manually from zip files, creating shortcuts to them in
Code:
shell:programs
or
C:\ProgramData\Microsoft\Windows\Start Menu\Programs
does make the icons pop up as Tiles, but does not ever make those shortcuts get listed in my start menu "All Programs", and as such they cannot be found by typing partial names either, after explorer restart, logoff or restart they just never show

> Get-StartApps | measure

Count : 164

Edit: For some reason this is not a problem on my laptop which was an upgrade install from win8.1, only on the fresh clean install on my desktop PC.

I've tried using the conemu installer, for some crazy reason the conemu folder shows up in All Programs, and the uninstall shortcut shows up, but the ConEmu64 shortcut that does exist in the file system is still not showing up at all in the start menu itself :/