Check this code and change in places marked

Sub ADD_MENU()

Dim cbMainMenuBar As CommandBar
Dim cbcCutomMenu As CommandBarControl

'reset the commandbar
Application.CommandBars("Worksheet Menu Bar").Reset
On Error Resume Next


Application.CommandBars("Worksheet Menu Bar").Controls("&Split Data Based On Column Value").Delete

On Error GoTo 0

 Set cbMainMenuBar = _
     Application.CommandBars("Worksheet Menu Bar")
     
 Set cbcCutomMenu = cbMainMenuBar.Controls.Add(Type:=msoControlPopup)
 
     cbcCutomMenu.Caption = "Process" 
     cbcCutomMenu.OnAction = "unique_values_from_key_column" 'rename this to the macro that your are executing
End Sub

Call the add_menu code when your workbook is opened.

Private Sub Workbook_Open()
ADD_MENU
End Sub