This will add a new control to the worksheet menu bar:

Sub NewControl()

   Dim cmd As CommandBarButton
   
   Set cmd = Application.CommandBars("Worksheet Menu Bar"). _
       Controls.Add
   
   With cmd
       .BeginGroup = True
       .Caption = "My New &Button"
       .Style = msoButtonCaption
       .BeginGroup = True
       .OnAction = "Insert Macro Name Here"
   End With
   
OnExit:

   Set cmd = Nothing
   
End Sub

I was a bit too fast with the mouse click.

The .Caption statement is the name of your command with the ampersand
indicating which letter is the hot-key.  And the OnAction statement is the
name of the macro you want to execute when the user clicks the button.