Add-In & Cell Context (Right-Click) Menu

You may use:

Sub addButton()
    Dim cbr As CommandBar
Dim ctl As CommandBarControl
    Set cbr = Application.CommandBars("Cell")
    Set ctl = cbr.Controls.Add(msoControlButton, , , , True)
    With ctl
      .Caption = "Execute macro"
      .OnAction = "'" & ThisWorkbook.Name & "'!Macro_name"
      .Style = msoButtonCaption
   End With
End Sub

You may call this code from Workbook_Open event of your add-in.