By default in the Menus screen (Appearance -> Menu), WordPress shows only meta boxes for Pages and Categories, from which you can select items and add to menus. Do you know that we can add the same meta boxes for all custom post types and custom taxonomies?
Actually WordPress supports that feature, but it simply hides all these meta boxes to keep the screen clean. To turn on these meta boxes, just click to Screen Options and make sure to check the checkboxes of the custom post types and custom taxonomies you want to add as menu items.
Here is a screenshot that worth thousands of words!