When you come to build your first Flex/AIR application that needs a native menu (Application menu on a Mac, or Window menu on a Windows PC), you’ll probably find your way to the “Windows, menus, and taskbars” section within the documentation. From there you’ll navigate to “Working with native menus” and spend some time studying “Creating native menus” before going on to view the example code. At this point you’ll probably have a shock at how much AS3 code needs to be written to implement such a simple menu. Not at all what you are used to in Flex.
If you are thinking there must be a way to do this using a component. You’d be right, but it is documented in the “Using the Flex AIR components” “About the FlexNativeMenu control“section not the “Windows, menus and taskbars” section.