аээ , подойдет?

BOOL TrackPopupMenuEx(
HMENU hmenu,
UINT fuFlags,
int x,
int y,
HWND hwnd,
LPTPMPARAMS lptpm
);

CreatePopupMenu(...)
CreateMenu(...)
AppendMenu(...)
InsertMenuItem(...)

см:

AppendMenu,
CreateMenu,
DestroyMenu,
InsertMenu,
SetMenu,
TrackPopupMenu,
InsertMenuItem