A simple way to do it is with CommandLink:
msg (CommandLink("start game", "START GAME"))
msg (CommandLink("read manual", "READ MANUAL"))
msg (CommandLink("option 1", "OPTION 1"))
msg (CommandLink("option 2", "OPTION 2"))
The first param to CommandLink is the command to execute, and the second param is what to show in the link.
You'd then have to create commands for each menu choice.
<command name="startgame">
<pattern>start game</pattern>
<script>
msg ("Your game will be starting shortly...")
</script>
</command>
<command name="readmanual">
<pattern>read manual</pattern>
<script>
msg ("As soon as I hire a writer...")
</script>
</command>
etc