Yes, Ctrl+Esc brings up the start menu, and Shift+F10 brings up the context menu, but neither can be used as modifier keys. For instance, Winkey+D is the "show desktop" command, or Winkey+E is a shortcut to explorer, yet you can't press Ctrl+Esc+D or Ctrl+Esc+E to get those functions. For that you'll need to actually remap a key you don't use to the windows key.
Here:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout]
"Scancode Map"=hex:00,00,00,00,00,00,00,00,02,00,00,00,5b,e0,46,00,00,00,00,00
Paste that to a text file, save as .reg, and double click.. It'll remap scroll lock to the windows key.