This is the relevant code for creating a menu from code within a cocos2d-x 3.x project. Here I call to create the menu at launch in AppDelegate. The STDevice platform implementation utility class is used similar to how other platform-specific code is written in the core engine.

gistfile1.m

//////////////////////////////////////////////////////////
// STDevice.h
class STDevice {
public:
    // implementation of getInstance() is left to platform impl file
    static STDevice* getInstance();
};

//////////////////////////////////////////////////////////
// AppDelegate.cpp

auto glviewImpl = dynamic_cast<GLViewImpl*>(glview);
if(glviewImpl) {
    // here getInstance creates implementation specific
    auto device = STDevice::getInstance();
    device->addMainMenu(glviewImpl);
}

//////////////////////////////////////////////////////////
// STDeviceMac.h

@interface STDeviceImplMac : NSObject
{
    void* _macDelegate;
}
@property(nonatomic, assign) void* macDelegate;
- (id)initWithDict:(NSDictionary*)dict delegate:(void*)pDelegate;
- (IBAction)test:(id)sender;
@end

class CC_DLL STDeviceMac : public STDevice {
public:
    virtual void addMainMenu(cocos2d::GLViewImpl* glview);
protected:
    // This is used since I'm not sure if or how I can creates
    // a target/action in the c++ class
    STDeviceImplMac* _deviceImpl;
};

//////////////////////////////////////////////////////////
// STDeviceMac.mm

STDevice* STDevice::getInstance()
{
    if (s_sharedInstance == nullptr)
    {
        s_sharedInstance = new STDeviceMac();
        s_sharedInstance->init();
    }
    return s_sharedInstance;
}

bool STDeviceMac::init()
{
    _deviceImpl = [[STDeviceImplMac alloc] initWithDict:nil delegate:nullptr];
    return true;
}

void STDeviceMac::addMainMenu(GLViewImpl* glview) { 
    NSWindow * appWindow = (NSWindow *)glfwGetCocoaWindow(glview->getWindow());
    if(appWindow)
    {
        // make your obj-c calls here
        NSMenu* menu = [NSApp windowsMenu];
        {
            NSMenuItem* menuItem = [[NSMenuItem alloc] initWithTitle:@"Check for Updates"
                                                              action:@selector(checkForUpdates:)
                                                       keyEquivalent:@""];
            [menuItem setTarget:[SUUpdater sharedUpdater]];
            [menu addItem:menuItem];
        }
        {
            NSMenuItem* menuItem = [[NSMenuItem alloc] initWithTitle:@"Steve's Test"
                                                              action:@selector(test:)
                                                       keyEquivalent:@""];
            [menuItem setTarget:_deviceImpl];
            [menu addItem:menuItem];
        }
    }
}

@implementation STDeviceImplMac

// mac delegate is used to pass back to c++ classes
@synthesize macDelegate = _macDelegate;
- (id)initWithDict:(NSDictionary*)dict delegate:(void*)pDelegate
{
    if((self = [super init]))
    {
        self.macDelegate = pDelegate;
    }
    return self;
}

- (IBAction)test:(id)sender
{
    NSLog(@"menu clicked");

    // let's create a window for fun
    NSUInteger mask = NSTitledWindowMask | NSClosableWindowMask | NSResizableWindowMask;
    NSRect winrect = {{100,100},{600,600}};
    NSWindow* win = [[NSWindow alloc] initWithContentRect:winrect styleMask:mask backing:NSBackingStoreBuffered defer:NO];
    [NSApp addWindowsItem:win title:@"Debug Title" filename:NO];
    [win setTitle:@"Steve Debug"];
    [[NSApp mainWindow] addChildWindow:win ordered:NSWindowAbove];
}

@end