Pin shortcuts to Start Menu

[TedTame]

Cannot believe I cannot work this out. I want to pin some RDP shortcuts to my Start Menu. Pin to Start is available on the context menu of Folders and exe files, but what if I have a URL shortcut - or any other shortcut? How ca I pin to this pesky Start menu?

 

[Ian]

Good question... I can't figure out how to do this either. I've generated some RDP connection shortcuts to test and can't find a way.