Basj, your solution doesn't solve my problem. I need to be able to pin a URL (.lnk) shortcut to the Start11 menu. When the user selects this menu choice, Start11 should use the default browser to open the website specified in the shortcut (e.g., amazon.com, or shopping.google.com, or getpocket.com, or google.com/maps). Your suggestion of saving a webpage only puts that *saved* webpage on the menu; it doesn't give the ability to open the live webpage on the internet.
Do you have another idea?
Do you have Edge installed? If you do, you should be able to use Edge feature "Install web page as an app" https://www.makeuseof.com/websites-desktop-apps-windows/. Than pin that app to Start11.
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