I'm not usually this sarcastic, but, yes, people do know how to make menus, enemies and all that fun stuff.

I presume you're asking how you do it though, rather than enquiring on peoples knowledge, so now I've had my sarcastic moment, I'll try to be helpful.
As post two said, enemies are usually objects.
Menus tend to be functions like this one:
function menu():
while true:
if up arrow pressed:
menupos=menupos-1
if down arrow pressed:
menupos=menupos+1
if enter pressed
return menupos

Seudo code that ultimately is full of holes, but it gives you at least, a rough idea.
First, design the game you want to make in your head, get the ideas, concepts and storyline figured out in your head.
Then put the metaphorical pen to the paper, and start coding.