Adding folder and shortcut to Windows 10 Start Menu

Solution 1:

Rather than creating a new folder with a single shortcut, just copy the shortcut itself to the following location:

%ProgramData%\Microsoft\Windows\Start Menu\Programs

Right-click that shortcut on the All Apps list and select Pin to start

Solution 2:

To create folder in Windows 10 Start Menu (for all user accounts) go to:

%ProgramData%\Microsoft\Windows\Start Menu\Programs

And just create new folder there. The folder you have just created will not immediately appear on the Start Menu. You must put at least one shortcut inside the folder and provided administrator permission to do that, the folder will then shows up on the Start Menu.