Adding to SendTo Context Menu in Windows 10
Make a shortcut of your folder on the desktop
Open the run window - WIN+R
Type shell:sendto into the run box. Then OK. That opens the sendto folder.
Drag your shortcut from the desktop into the sendto folder. Close the folder.
I just tested that on build 10061
I had issues with some shortcuts. If your shortcuts are not appearing, check their properties. Chances are it's a weird non-standard shortcut. I had this issue with Notepad and Visual Studio Code shortcuts. Re-create a shortcut from scratch that points directly to the folder or EXE or whatever and you're good to go.