The WINDOW statement creates the HRSELECT window. MENU= associates the PROCLIB.MENUS.SELECT.PMENU entry with this window. 
   data _null_;
      window hrselect menu=proclib.menus.select
      #4  @10 'This application allows you to'
      #6  @13 '- Enter human resources data for'
      #7  @15 'one department at a time.'
      #9  @13 '- Print reports on human resources data for'
      #10 @15 'one department at a time.'
      #12 @13 '- End the application and return to the PGM window.'
      #14 @13 '- Exit from the SAS System.'
      #19 @10 'You must have the menus turned on.';