Norton seem to intentionally hide their context menu outside of any program other than Explorer. (It's even hidden in other Microsoft apps, like the File Open dialogs within Notepad.)
You can work around this by manually adding a context menu item, although it seems every time Norton update their software they change all the paths to the program, so you have to keep updating the menu item. (Perhaps a script could be written to find the program automatically, as another workaround for that. But all of this seems to be intentional on Norton's part, and something they could just stop doing if enough people complain.)
Details are in this thread: Norton Internet Security 21 "Scan Now"