VS Install Project: Add Start Menu Link to File in Merge Module

I created a new Visual Studio setup project that uses the output of another module merge project. The Merge module contains files to be installed in "x: \ program files \\ Documentation". One of these files is "documentation.pdf". I would like to add a link to the start menu in the setup project to the PDF documentation. The problem is that the setup project will not allow you to "Create Shortcut" for files that are not physically in the setup project. I don't see a way to view or link to the merge module.

I also cannot find a way to create a generic smart menu location that will be renamed to the merge module. The example will look like all files in the "Module Migration Panel" will be redirected to the "Installation Folder". I would like to do the same with the start menu.