Hey Mugen,
Check out the FAQ, but this is how I would approach it. Make a sprite button for your menu (when you click it the rest of the menu options appear as you envision it). For me I have them sliding in off the side of the screen.
From there its just a bunch more sprite buttons that have specific functions for when you click them.
After you get a handle on the buttons then muck around with variables.
Hope it helps.