Start Explorer
Move to your SendTo folder of your profile, e.g. %systemroot%\Profiles\<user>\SendTo (make sure that you have show hidden files and folders enabled)
Open the program/folder that you want to add to sendto eg.(Start - Settings - Printers)
Right click on the printer and drag to the SendTo directory and select 'Create shortcut here'
Rename the shortcut to a shorter name by pressing F2

if you want to add a desktop or any other link just copy a shortcut of it or drag it into the sendto folder