Step 1: Copy Files from Known Good Server
Copy all folders listed: c:\User\AppData\Local\Microsoft\Windows\WinX from a known good server.
Step 2: Paste the files
Paste the copied files to the same directory on the Server that does not have the right click on Start menu:
c:\User<user>\AppData\Local\Microsoft\Windows\WinX
Once the files have been copied, log off and then log back on and you should now be able to right click on the start button and see the Context Menu.