Have you used CEGUI before?
You have two possibilities, design your menu by creating XML files or creating it by program code. See
http://www.cegui.org.uk/wiki/index.php/ ... GUI_Window,
Popupmenus are in WindowsLook only.
Create a PopupMenu, then add PopupMenuItems as children to it (via XML or C++ code). Bind your events to EventMouseClicked of the PopupMenuItems.