I don't have any 'menu' options. I cannot create or import menus to after effects. I want to create a menu screen for my video but I cannot seem to find any of the required options. Am I missing a download?
I also do not have any libraries from adobe
After Effects makes video visual effects and motion graphics. Video is not interactive. Video players can be interactive but you're looking in the wrong place for a solution.
Menus are created in authoring tools such as Encore for DVD and Blu-Ray. The rest is as Rick says - any support for "interactive video" is entirely dependent on the player and the respective options need to be tailored to work in that player. There is no universal "video with menu" or similar.