Many Windows utilities do not provide installers, so I end up creating a shortcut for their EXE file. I add the shortcut to the Start Menu, so I can start it easily from the next time. This same trick works for the Start Screen or Start Menu in Windows 8 and 10.
To open the Start Menu directory of a user:
To open the Start Menu directory for all users:
It used to be easy to open the directory that held the shortcuts for Start Menu: right-click on All Programs and choose Open.
You could also open the Start Menu directory explicitly as above.