There isn't one SINGLE menu editor for ALL WMs and DEs if that is what you want, sorry to disappoint you.
If you have LXDE, you need to install LXMED(LXDE Menu Editor); if you have Openbox, you need to install Obmenu; if you have Gnome, you need to use Alacarte (it comes by default). I don't know what the menu editors for Xfce and KDE are, but I'd say they can be found easily enough.
Applications' shortcuts are in /usr/share/applications
Hope that helps.
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