Before getting into too much detail:
- Are you sure the shortcut really isn't there? The Windows 10 start menu is so strange that I find I have to look twice very often to find shortcuts that are actually there. Just checking.
- For that matter, are you sure the install actually completes in Windows 10? Perhaps it rolls back and you didn't notice?
The Directory StartMenuFolder does not compile for my test project, until I add it as a directory under TARGETDIR myself:
<Directory Id="TARGETDIR" Name="SourceDir">
<Directory Id="StartMenuFolder" />
</Directory>
I assume you already have this folder added there to make your setup compile. You could also try ProgramMenuFolder for testing and see if the shortcut shows up.
Where is the rest of your WiX source? I can't see if you actually install the file you reference: #test.exe
? Does the component that hosts that file actually get installed on Windows 10?
And for some extra strangeness: I haven't seen this much, but since the problem manifests itself on Windows 10, maybe have a read of this answer and see if it rings any bells: Wix Uninstall Shortcut not working
Essentially some shortcuts are hidden auto-magically in Windows 8 and probably upwards. I don't see any reason why your shortcut should be hidden though.