Hi,
Welcome to JavaRanch!
The most important thing to remember is to program the way real programmers do: write a little code, compile and
test it. Write a little more, compile and test. Don't write hundreds of lines of code, then spend hours trying to get it to compile!
So just break this down into pieces. As you tackle each piece, compile it, try it out, make sure it works the way you want, and then go on to the next piece.
So the first piece would be to get a frame (a JFrame) onto the screen. Do you know how to do that?
Second step: add a JMenuBar with one JMenu to your JFrame.
Third step: add a JMenuItem to the JMenu which does something simple like exit the application.
Fourth step: add a menu item which adds a circle to the JFrame.
Fifth: another menu item which adds a square.
And so on. So: get started on that first step! Create a trivial application which does nothing but get a 500 pixel square JFrame onto the screen.