Have you ever looked closely at the File menu of the MS-Office product? When you look closely you will see that these menus are graphically much more complex than you would think. After some experimenting I managed to replicate it in Uniface 9.6.
You need some Command Buttons and a TabEx widget. In the download you find the logical widget definitions and the images that I used. And in the Uniface form so you can see how it works.
I am no legal expert but you may want to modify this sample before you use it in a production application because you don't want to infringe Microsoft's copyright.