No, it's not related to MSI unless you want something in start menu on desktop.
To make your application appear in a start menu on device, simply create shortcut to your application and put it to the start menu folder. You can do so in the CAB file project.
You know i did, and it didn't work. The application is not available in the start menu.
I even change the .inf file and put %CE17% for the start menu.
The funny thing is that for the other system folder it works ... games folder, program folder, etc.
The icon is there .. but for the start folder ... it's not ...
u know i exactly did that .. i added all the folders and created a shortcut for every folder .. and guess what .. it doesn't appear.
I invite you to try it and test it, i'm sure you'll have the same problem as me.
%CE11% is the directory of the Program folder.
here are the windows CE directory identifiers :