The other obvious way is by hand. This is easiest on your PC
Assume your app is \Program Files\MyApplication\MyApp.exe
Create a text file call MyApp.txt
Save the file
Rename the file to MyApp.LNK
Copy the file to \Windows\Start Menu on your device
Obviously you need to replace MyApplication, MyApp.exe with the proper folder and file names, and MyApp.txt/LNK should have a better name too!