when u pin windows explorer to the task bar u can pin other items into it and they are available on right click

is there a way to add things to other pinned taskbar app shortcuts eg firefox with submenus of webpage link

To pin a program to the taskbar

Do one of the following:

If the program is already running, right-click the program's button on the taskbar (or drag the button toward the desktop) to open the program’s Jump List, and then click Pin this program to taskbar.

– or –

If the program isn't running, click Start, find the program’s icon, right-click the icon, and then click Pin to Taskbar.

yeah but i want to add pinned locations to that pinned program to create a submenu (right click pinned item to show submenu) but can only do it with windows explorer