The New menu comes from Windows and is configured via the registry. I'm not sure if there is a UI for editing it anymore (you used to be able to use TweakUI from Microsoft, but that doesn't work with modern versions of Windows; maybe there are 3rd party replacements).
In Opus you can create menu items to create new files of different types, and could also remove the New menu from Opus entirely and replace it by a menu of items you made yourself, for full control over what's in it. I usually add a couple of extra items I want quick access to next to the New menu, and keep the real New menu there for when I need something more unusual.
How to Create New/Empty Files may be of interest.