You can customize this scripts menu and add your own scripts directories to it.
Just add a line like the following to the main section of your .pyformexrc configuration file:
scriptdirs = [('Examples', None), ('My Scripts', '/home/me/myscripts'), ('More', '/home/me/morescripts')]
Each tuple in this list consists of a string to be used as menu title and the absolute path of a directory with your scripts. From each such directory all the files that are recognized as pyFormex scripts and do no start with a '.' or '_', will be included in the menu. If your scriptdirs setting has only one item, the menu item will be created directly in the menubar. If there are multiple items, a top menu named 'Scripts' will be created with submenus for each entry.
Notice the special entry for the examples supplied with the distribution. You do not specify the directory where the examples are: you would probably not even know the correct path, and it could change when a new version of pyFormex is installed. As long as you keep its name to 'Examples' (in any case: 'examples' would work as well) and the path set to None (unquoted!), pyFormex will itself try to detect the path to the installed examples.