<Window x:Class="WpfApplication1.Window1"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    Title="Window1" Height="300" Width="300">
    <Grid>
        <Grid.RowDefinitions>
            <RowDefinition />
            <RowDefinition Height="*"/>
        </Grid.RowDefinitions>
        
        <Menu Grid.Row="0">
            <MenuItem Header="File" Click="MenuItem_Click">
                <MenuItem Header="Open" Click="MenuItem_Click_1">
                    <MenuItem Header="Open file" Click="MenuItem_Click_2"/>
                </MenuItem>
            </MenuItem> 
        </Menu>
    </Grid>
</Window>

private void MenuItem_Click(object sender, RoutedEventArgs e)
        {
            MessageBox.Show("Menu file click");
        }

        private void MenuItem_Click_1(object sender, RoutedEventArgs e)
        {
            MessageBox.Show("Menu open click");
        }

        private void MenuItem_Click_2(object sender, RoutedEventArgs e)
        {
            MessageBox.Show("Menu open file click");
        }