The way I do it is creating new folder with the program name and then put the icon in the folder. You will need to work in two areas to get this done they are
C:\ProgramData\Microsoft\Windows\Start Menu\Programs
and
C:\Users\YOUR USER NAME\AppData\Roaming\Microsoft\Windows\Start Menu\Programs
AppData is a hidden folder use this tutorial to see it, use Option 1 Step 3 File and Folder - Hide or Unhide
Jerry