I've noticed that Steam gives me the option of creating a desktop shortcut and start menu items at the end of an installation. I always say no thanks to both because I like starting my games from Steam. But recently I've grown fond of just pressing the windows key and writing the name of the application I want to run, so I'd like to add start menu items to my Steam games. But how do I do that after the game is already installed? I can only find an option for creating a desktop shortcut, which is not what I'm after.
From your Steam library, right click on a game and select "Create Desktop Shortcut."
You can then drag the shortcut onto your Start Menu. If you just drop it here, it will become "pinned" to the Start Menu, and you can access it quickly.
If you hold your cursor over "All Programs" for a couple of seconds, the menu will expand. You can then drop it into any of the folders, or leave it in the root of the "All Programs" listing.
If you want, you can also open the Start Menu's folder, and organize it with Windows Explorer. Where you'd normally type to search, type %APPDATA% and hit Enter. This will take you to the following directory:
Then navigate to:
Microsoft -> Windows -> Start Menu -> Programs
Any shortcuts you drop into this folder will show up on your Start Menu, and any folders you create here will be created on your Start Menu as well.
Note that Steam shortcuts are protocol shortcuts - like links to URLs, and not program shortcuts - like links to an application. If you move your Steam installation, they won't need to be updated. However, if you uninstall Steam, shortcuts to your non-Steam games that were created through Steam will probably cease to function.
You can also make the old style shortcuts if you're on Win XP with the right click-->New-->Shortcut, with the following path: (Steam directory path)\Steam.exe -applaunch (game app ID without brackets).
Then right click on the shortcut-->Properties-->Change icon, find the game icon/exe in the game folder in steamapps/common and select the icon.
To find out a game app ID, just go to that game's store page and you'll see it in the URL. For example, store.steampowered.com/app/211720 (bold number is the app ID).
Alternately, there is a folder called Start Menu found in the ProgramData folder, found by default at C:/ProgramData/Microsoft/Windows/Start Menu.
Simply drag your shortcut into this folder.