You can run urxvt from the the XDG menu that have all the applications or from the Xserver menu
To customize the X menu:
cp /etc/defaults/etc/X11/system.XWinrc ~/.XWinrc
add in ~/.XWinrc a new urxvt row to the menu
menu apps { xterm exec "xterm" urxvt exec "urxvt" notepad exec notepad xload exec "xload -display %display%" # Comment }