This guide also eligible for My Computer Manager.
To add file or application shortcut to Right Click Context Menu you have to click Add File button as represented in screen shot.
As you can see in the screen shot above click on the file or application you want to add and click open.
To add folder shortcut to Right Click Context Menu you have to click Add Folder button as represented in above screen shot. Send To Manager can only add folder shortcut to send to menu.
This step is also eligible for Send To Manager.
As you can see in the screen shot above click on the folder you want to add and click OK.