With Windows 7, Microsoft unveiled a feature called Jump Lists, which allows a user to have quick access to documents, photos, songs, or websites. All you have to do is right click on a program button on the taskbar to access the Jump List.
Each Jump List varies, depending on what program you clicked on. For example, Internet Explorer shows frequently viewed websites, while Windows Media Player shows you your frequently played tracks. These aren't just shortcuts, rather they provide quick access to things you likely use the most.
As you can see in the photo above, Microsoft has improved the design of Jump Lists in Windows 10 build 10125. The design is now much more polished and matches the look of the Notification Center, volume control, and other areas of the operating system. For comparative purposes, check out the image below showcasing Jump Lists on build 10041.