Create a CMenu object on the stack frame as a local, then 
call CMenu’s member functions to manipulate the new menu as 
needed. Use the following function to create the same
1. LoadMenu,SetMenu or TrackPopupMenu function

The code would look like this:

BEGIN_MESSAGE_MAP(CSomeCtrl, COleControl)
  //{{AFX_MSG_MAP(CSomeCtrl)
  //}}AFX_MSG_MAP
  ON_COMMAND(IDM_MENU_ITEM, OnPopupMenuItem)
END_MESSAGE_MAP()

LRESULT CSomeCtrl::OnPopupMenuItem(WORD wNotifyCode, WORD
wID, HWND hWndCtl, BOOL& bHandled)
{
  // Implementation of the menu command handler...
  return S_OK;
}


{
  // Dynamic creation...
  CMenu mnuZoomOutPopUp;
  mnuZoomOutPopUp.CreatePopupMenu();

  CString strMenuItem;
  strMenuItem.LoadString(IDM_MENU_ITEM);
  mnuZoomOutPopUp.AppendMenu( MF_STRING | MF_ENABLED,
IDM_MENU_ITEM, strMenuItem );
  mnuZoomOutPopUp.AppendMenu( MF_SEPARATOR, 0, "" );
  // nLeftPos, nTopPos -- screen coordinates of pop-up menu
placement ...
  mnuZoomOutPopUp.TrackPopupMenu( TPM_LEFTALIGN, nLeftPos,
nTopPos, this );
  mnuZoomOutPopUp.DestroyMenu();
}