Registering Slash Commands: clarify registering other command types

[That-Guy977]

Is your feature request related to a problem? Please describe.

The concept of Application Commands is not well explained, and most resources refer specifically to slash commands causing a disconnect. Relying only on the guide, it is unclear how to register or use context menu commands.

Describe the solution you'd like

Add clarifications in the Registering slash commands and/or the Context Menu pages to explain how both slash commands and context menu commands are application commands, and thus use the same concepts for registration and use.

Describe alternatives you've considered

Rewrite the some sections to focus less on slash commands, and explain or guide on application commands as a whole, where applicable. (Such as Creating slash commands)

Additional notes

Based on a help thread in the DJS server.

[KirillBorunov]

I was about to create almost the same issue.
It's totally unclear that context menu commands also need to be registered and how.
And also need to clarify how to delete them.