Java Code:
import org.eclipse.swt.SWT;
import org.eclipse.swt.events.SelectionEvent;
import org.eclipse.swt.events.SelectionListener;
import org.eclipse.swt.widgets.Display;
import org.eclipse.swt.widgets.Label;
import org.eclipse.swt.widgets.Menu;
import org.eclipse.swt.widgets.MenuItem;
import org.eclipse.swt.widgets.Shell;

public class SWTMenuExample {

  Display display;

  Shell shell;

  Menu menuBar, fileMenu, helpMenu;

  MenuItem fileMenuHeader, helpMenuHeader;

  MenuItem fileExitItem, fileSaveItem, helpGetHelpItem;

  Label label;

  public SWTMenuExample() {

    display = new Display();
    shell = new Shell(display);
    shell.setText("Menu Example");
    shell.setSize(300, 200);

    label = new Label(shell, SWT.CENTER);
    label.setBounds(shell.getClientArea());

    menuBar = new Menu(shell, SWT.BAR);
    fileMenuHeader = new MenuItem(menuBar, SWT.CASCADE);
    fileMenuHeader.setText("&File");

    fileMenu = new Menu(shell, SWT.DROP_DOWN);
    fileMenuHeader.setMenu(fileMenu);

    fileSaveItem = new MenuItem(fileMenu, SWT.PUSH);
    fileSaveItem.setText("&Save");

    fileExitItem = new MenuItem(fileMenu, SWT.PUSH);
    fileExitItem.setText("E&xit");

    helpMenuHeader = new MenuItem(menuBar, SWT.CASCADE);
    helpMenuHeader.setText("&Help");

    helpMenu = new Menu(shell, SWT.DROP_DOWN);
    helpMenuHeader.setMenu(helpMenu);

    helpGetHelpItem = new MenuItem(helpMenu, SWT.PUSH);
    helpGetHelpItem.setText("&Get Help");

    fileExitItem.addSelectionListener(new fileExitItemListener());
    fileSaveItem.addSelectionListener(new fileSaveItemListener());
    helpGetHelpItem.addSelectionListener(new helpGetHelpItemListener());

    shell.setMenuBar(menuBar);
    shell.open();
    while (!shell.isDisposed()) {
      if (!display.readAndDispatch())
        display.sleep();
    }
    display.dispose();
  }

  class fileExitItemListener implements SelectionListener {
    public void widgetSelected(SelectionEvent event) {
      shell.close();
      display.dispose();
    }

    public void widgetDefaultSelected(SelectionEvent event) {
      shell.close();
      display.dispose();
    }
  }

  class fileSaveItemListener implements SelectionListener {
    public void widgetSelected(SelectionEvent event) {
      label.setText("Saved");
    }

    public void widgetDefaultSelected(SelectionEvent event) {
      label.setText("Saved");
    }
  }

  class helpGetHelpItemListener implements SelectionListener {
    public void widgetSelected(SelectionEvent event) {
      label.setText("No worries!");
    }

    public void widgetDefaultSelected(SelectionEvent event) {
      label.setText("No worries!");
    }
  }

  public static void main(String[] args) {
    SWTMenuExample menuExample = new SWTMenuExample();
  }
}