Windows 7 & 8. Normally you right-click on a file and select Send to, to perhaps create a Compressed (zipped) folder or send to a USB drive you just plugged in. If you hold down the Shift key beforehand you will find many new items in the list.
The expanded menu includes all of your User folders like Contacts, Desktop, Downloads, Favorites, Links, My Documents, My Music, My Pictures, My Videos, Saved Games, Searches and will include cloud based options if you have them installed.
Here’s an extra tip too: to add any items to your regular Send to menu, type shell:sendto in either the Run dialog box or Internet Explorer’s address bar and press Enter. Now drag shortcuts to the folder which appears or remove any existing shortcuts.