Actually, the documentation says that it is intended for use in the main process, although you can use it in Renderer with a remotemodule:
This module is the main module of the process that can be used in the rendering process through the module remote.
, , , :
const electron = require('electron');
const Menu = electron.Menu;
mainWindow = new BrowserWindow({width: 800, height: 600});
var menu = new Menu();
Menu.setApplicationMenu(menu);