A menu is a group of choices shown together, often for moving around a site or choosing an action. It is like a restaurant menu: the options are gathered in one place so people can choose what they need.
A site might have a navigation menu with links to Home, About, and Contact. A button with three dots might open a smaller menu of actions such as Rename or Delete.
Group related choices, use clear names, and make sure keyboard users can reach them. If a choice is important, do not hide it so deeply that people cannot find it.