If your menu is added in php code then your can directly use do_shortcode( '[fep_shortcode_new_message_count]' ).
If your menu is added in back-end in your wordpress then add like My M[fep_shortcode_new_message_count] and add add_filter('wp_nav_menu_items', 'do_shortcode'); in in your theme’s (Child theme’s if any) functions.php.
Please note: do_shortcode is a resource intensive function.