I used application MyTile: https://technastic.com/mytile-lets-create-custom-windows-10-tiles/
This application allows you to attach pictures to every shortcut or application. There was a little problem with applications: if they are in the same folder, attaching a picture to an application make this picture being used for all other shortcuts or applications inside this folder. So, I make a workaround:
1) I have created folder, where all my shortcuts will be stationed;
2) I have created a folder inside that folder for every shortcut I want to add to start menu;
3) In each individual folder I have created a .bat file for every application with simple command:
start /B "Anydesk" "C:\Program Files (x86)\AnyDesk\AnyDesk.exe"
In this example I start Anydesk app from it's program folder;
4) I have created a folder named "Custom Tiles" inside "Programs" which resides here: "C:\ProgramData\Microsoft\Windows\Start Menu\Programs\"
5) Finally, I have created a shortcut for every .bat file I have created and moved this shortcuts to "Custom Tiles" folder;
Now I was ready. I can pin shortcuts from "Custom Tiles" to Start menu and I can use MyTile application to pin pictures to shortcuts (in reality, pictures will be created in individual folders from 2) ).
Final part was to find nice pictures for every application. It was a long process, but I have created pictures for every single application myself. For this I used photoshop, black and white pictures of application icons from google and some big picture also found on google.
Main folder from 1) look like this:
Individual folder from 2) look like this (.xml and .png files was created by MyTile):
"Custom Tiles" folder from 4) look like this:
It was a complicated process, but that wort every hour spent. 
