[tijsvd]

IIRC (many years since I used windows), the New context menu on windows is fed from a directory with templates, and you can add to it.

[forgotmypw17]

I think you are confusing it with "Send To", which indeed works how you describe.

New File is populated from the registry.

[Farow]

You can also specify a template file through the registry. There are a few default directories where windows looks into: https://windowsforum.com/threads/add-file-templates-to-the-n...