With Joomla version 4, you can directly add a menu item while editing an article.
Edit an article by either clicking on an existing one to edit it or create a new article by clicking on New.
Click on Save after filling out the form. The Button will not appear if the article is not saved.
On the Article: Edit page you can click on New Menu Item to open the depending modal popup.
Fill in the Menu Title, as Menu Item Type choose Single Article and select the newly created article. Remember to choose the correct Menu on the right where the link should appear.
Click Save & Close and navigate to Menus → [The Menu with the new Item]. You should now see the new item in the list.