Hi Hindu,
If you want to pin new items to Start menu, you can pin it by right-clicking on the desired item and select "Pin to Start" option. But this option is not available for all items. The "Pin to Start" option is available for folders but its not available for all files and shortcuts. So if this option is not available you may do it manually. To do it manually you have to follow some steps. You can go through the below links and you will find the solution-
http://www.askvg.com/start-screen-pinner-freeware-to-pin-files-folders-and-program-shortcuts-to-windows-8-start-screen/
http://www.tomshardware.com/faq/id-2080296/add-programs-startup-windows.html
Thanks,
Ashutosh Jha
http://tricksroad.com