Windows 10 How to customize the menu below?

You can create named folders within the Start menu to organize pinned apps by dragging one app onto another.

You can manually delete specific context menu entries via regedit. Common locations:

HKEY_CLASSES_ROOT\*\shell\
HKEY_CLASSES_ROOT\*\shellex\ContextMenuHandlers\
HKEY_CLASSES_ROOT\Directory\Background\shell\
HKEY_CURRENT_USER\Software\Classes\*\shell\