This may be an easy question but I am not even sure of the terminology to search, so I have to ask. I want my program to have a menu when it is hovered over if it is pinned to the start menu. I am attaching a screenshot where windows powershell illustrates this function, and presents a list of tasks.

Other programs sometimes use this to list recently opened files, etc. I am sure this is standard enough that there is a tutorial on it somewhere, would someone mind pointing me to it, or explaining how to do this? I hope that it doesn't matter too much what language is used, but I am proficient in Delphi, C++, and C#.