To add a shortcut to the mouse right-click menu you have to edit the registries at Computer\HKEY_CLASSES_ROOT\Directory\background

Alternatively you can create a .reg file and execute it.

Example creating a shortcut for Atom:

Windows Registry Editor Version 5.00

[HKEY_CLASSES_ROOT\Directory\background\shell\NameOfApp]
@="Open Atom here"
#path to app icon
"Icon"="\"C:\\Users\\Username\\AppData\\Local\\atom\\app.ico\"" 

[HKEY_CLASSES_ROOT\Directory\background\shell\NameOfApp\command]
#path to app executable file (%V to "open in current location")
@="\"C:\\Users\\Username\\AppData\\Local\\atom\\atom.exe\" %V\""

(Don’t forget to change the variable names)

  1. Copy code to a .reg file
  2. Execute it

Voilà