How do I pin a network drive to the start menu?

Make a shortcut to the drive on the Desktop then perhaps pin the shortcut? I'm just grasping at straws here so, if it doesn't work don't nuke me or anything... :D
 
I had my network drive pinned under explorer in the taskbar AND had z: set as the default open location, but then I realized a link under favorites is just as effective as Im using C:/users/name a lot more lately.
 
I was able to do it just by dragging the icon from explorer to the start menu
 
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