I want to create a new custom shortcut in the "All Programs" section of the Start Menu in Windows 10 Home.
I know the location for this is
C:\ProgramData\Microsoft\Windows\Start Menu\Programs
But trying to create a shortcut in this folder (or any subfolder for that matter) results in the error message
Shortcuts cannot be created at this location. Do you want to create it on the Desktop instead?
(Freely translated from German)
What do I need to do to create that shortcut?