Here, if it's an installed app I can drag the menu item to a new menu folder.
Read https://www.tenforums.com/customization/7446-create-folders-start-menu-organize.html and consider running Classic Shell.
I want to make a new folder in the start menu list and move there some program icons. how?
When i right click on an icon there is no shortcut menu

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic