The menu window is the main window, with child windows for each feature.
I have attached a multiwindow (non-modal) GUI example which covers the basics for what you describe above (menu, child windows for each feature, general key handling).
Just open the zipped package and put it into your U++ working directory.
As to your project, unless you use some specific library, the conversion should be straightforward (possibly even simpler than the C# version. )