Create a custom admin menu in order to attach a post type and taxonomy.

admin-menu.php

<?php class Custom_Admin_Menu {
	/**
	 * I have an e-sport section with is related to a program and players (as post types)
	 * Also related to theses, we specify scenes and games (as taxonomies)
	 * In fine the idea is to gather all this into a single admin menu :
	 * E-Sport 
	 * |-- Programs
	 * |-- Players
	 * |-- Scenes
	 * |-- Games
	 */
	function __hooks() {
		// Go to the post types and edit the "show_in_menu" => "e-sport"
		
		add_action( 'admin_menu', [ $this, 'custom_e_sport_admin_menu' ] );
		add_action( 'admin_menu', [ $this, 'taxonomy_admin_menu' ] );
		add_action( 'parent_file', [ $this, 'post_type_parent_file' ] );
		
		// You could replicate as much post type and taxonomies you need
	}
	
	/**
	 * Register a custom e-sport admin menu page
	 */
	function custom_e_sport_admin_menu() {
		add_menu_page( 'E-Sport', 'E-Sport', 'manage_options', 'e-sport', '', 'dashicons-nametag', 10 );
	}
	
	/**
	 * Build the custom taxonomy admin submenu
	 */
	function taxonomy_admin_menu() {
		// Care about the encoded url, because it will match the edit screen for the "active" class
		add_submenu_page( 'e-sport', 'Games', 'Games', 'manage_options', 'edit-tags.php?taxonomy=game&amp;post_type=player' );
	}

	/**
	 * Ensure the "active" parent for the post type as admin submenu
	 *
	 * @param $parent_file
	 *
	 * @return string
	 */
	function post_type_parent_file( $parent_file ) {
		global $post_type;
		if ( 'player' == $post_type ) {
			$parent_file = 'e-sport';
		}
		return $parent_file;
	}
}
$cam = new Custom_Admin_Menu();
$cam->__hooks();