You can create entire new folders and populate those folders with the shortcut icons to the applications you want (and with sub-folders). Just look at the existing icon Properties of the applications to find out what to put into the dialog box when you're creating a new shortcut.
If you want to move an icon or a folder up or down, select it, then click the Move Up or Move Down buttons at the right-hand side of the application... although, my Zorin menu is alphabetically sorted, and I can't find any way to sort it differently or rearrange it. So moving the icons and folders in the Main Menu application may have no effect upon the Zorin menu sorting.