Using Kdiff3 tool as example action to add to the SendTo menu of Thunar.

Create the following file in ~/.local/share/Thunar/sendto and name it <whatever>.desktop (I named mine ‘kdiff3.desktop’) :

# kdiff3.desktop – Integrate kdiff3 into
# the “Send To” menu.
[Desktop Entry]
Type=Application
Version=1.0
Encoding=UTF-8
TryExec=kdiff3
Exec=kdiff3 %F