For the time being the old fashioned right click on a Program > Send to > Desktop as a shortcut is missing from the Windows 10 Start Menu. There are two work around’s to send a shortcut to the desktop from the Start Menu.
Option 1 – Drag a shortcut to the Program
Make Sure all open windows are minimized so you can just see the desktop
Click on the start menu, find the program you wan’t, click on it and drag it to the desktop. You will see the work link appear above the icon as you are dragging it.
Option 2 – Find the Program in File Explorer
Click on the start menu, find the program you wan’t, and right click on it
Select More and the select Open file location
From here you will be able to Right Click on the program, choose Send to, Desktop (Create Shortcut)