Docs needed for 'Add option to add explorer context menu in Windows installer'

[joeyaiello]

This issue was generated because an issue in the
PowerShell/PowerShell repository had an issue marked
as Documentation Needed and should instead be tracked here in PowerShell-Docs.

The pull request or issue that contains this is located at PowerShell/PowerShell#5774

[matt9ucci]

@sdwheeler The issue and #2007 are duplicates.