Whenever we start a program via the start menu, the start menu will automatically disappear after we've clicked on one of the program shortcut. So when you need to launch another program, you need to open again the start menu. Meaning, the start menu can only open one program one at a time (by default).
Luckily, there is a way to prevent start menu from closing every time you open a program shortcut by holding down the SHIFT key while clicking on the shortcut. This can help you save time if ever you need to open different program, by holding the SHIFT key the start menu will not disappear after you open one program.
This also works when you want to delete different program shortcuts in the start menu.