As it stands, it is only possible to pin programs or shortcuts to the Start Menu, but no folders. To add this, in the Registry Editor, browse to
HKEY_CLASSES_ROOTFoldershellexContextMenuHandlers.
Create a new key by right-clicking in the right pane and selecting New > Key. Enter “{a2a9545d-a0c2-42b4-9708-a0b2badd77c8}” as the key name. Now that’s done, right-click on any folder in Windows Explorer, and you will see a “Pin to Start menu” option.