The WINDOW statement creates the HRDATA window. MENU= associates the PROCLIB.MENUS.ENTRDATA.PMENU entry with the window. 
  data proclib.deptxx;
      window hrdata menu=proclib.menus.entrdata
      #5  @10 'Employee Number'
      #8  @10 'Salary'
      #11 @10 'Employee Name'
      #5  @31 empno $4.
      #8  @31 salary 10.
      #11 @31 name $30.
      #19 @10 'Press ENTER to add the observation to the data set.';