Do it.

(seriously, there are thousands of methods of making menus, it depends on what you want to have, so if you just request in one sentence, from where shall we know what you want?? Warcraft style of menu? Interactive or just some panels? You can make your menus out of complete Gs level, or just paint a picture in gimp, assign it in a panel with some buttons and show it at the beginning of your game! Please specify what you want, and I'll give you a more helpful answer.)