Pin Custom Files in Windows 8 Start Screen

If I right-click any .EXE file, it has the Pin to Start option:

But, if I right-click any file, it doesn't have the Pin to Start option:

Is there any trick/workaround to pin files to the Start Screen?

Here is a solution

1. Make a shortcut to the file

2. Navigate to C:\ProgramData\Microsoft\Windows\Start Menu\Programs

3. Place your shortcut in the folder

4. Press Windows Key+Q and search the name of your shortcut

5. Right click on the file and select "Pin to Start"

Good Luck!

For folders, the Pin to start option still exists without installing any additional software

For individual files, you will probably have to use additional software like that recommended by @Root. Full details on pinning to the start screen are covered in the article linked.