Off the top of my head, here is some code for menus. I'll leave the Event handling to you. If you are using the swing package (GUI), then use JMenuBar, JMenu, and JMenuItem.
private MenuBar myMenuBar;
private Menu menuFile;
private MenuItem itemAbout;
private MenuItem itemExit;
// default constructor not used at this point.
// Must supply title
// for this About frame.
public AboutFrame(String title)
{
super(title);
thisFrame = this;
this.title = title;
this.setBackground(Color.white);
ActionHandler ActionHand = new ActionHandler();
this.setLayout(new BorderLayout());
// add menus
myMenuBar = new MenuBar();
menuFile = new Menu("File"

;
itemExit = new MenuItem("Exit"

;
menuFile.add(itemExit);
myMenuBar.add(menuFile);
this.setMenuBar(myMenuBar);
itemExit.addActionListener(ActionHand);
// rest code.
}
Good luck.
Brian