If your school is teaching techniques as dysfunctional as frames, please consider changing schools.
The main use of framesets and frames used to be to place your menu in one frame (page) and target the links to open in another frame (page).
I can't see how Spry menus would work with frames, nor why you would want multiple copies of your menu on a single screen.
Sorry I don't have a recent version of DW to answer your question directly.
DW has certainly removed many old features which are now deprecated by standards-setting entities and browser manufacturers. In some cases, this has not been popular with users whose workflow continues to depend on older techniques (like composing HTML emails for email clients which are far behind modern browsers' capabilities).
DW will punish you if you lack a sound knowledge of HTML and CSS.
Spry menus in a frames structure is inherently dyfunctional because a frames display consists of several ENTIRELY SEPARATE html pages on one screen.
If you were to install Spry menus on those pages, when you click on a link, you would immediately be taken AWAY from the frames page to the targeted page.
Hope that helps
Frames are a bit like rubbing sticks together to build a fire. Possible, yes. Practical, no.
Although DW CS6 still has the option for frames in the Insert > Layout > menu, Frames are obsolete in HTML5 and nobody uses them anymore.
Likewise, Spry has outlived its usefulness. Adobe stopped developing the framework and will likely remove Spry from future versions of DW.
When you understand code fundamentals, DW is easy.