You can use built-in Labview functions to display a dialog box (in the Time & Dialog palette) or you can create your own dialog as a sub-VI. If you create your own VI, the easiest way to display it as a dialog box is to right-click on the VI's icon (in the upper right-hand corner on the front panel), then goto VI Properties >> Category >> Windows Appearance >> Dialog.
To add a dialog to the menu, from the front panel goto Edit >> Run-Time Menu. Change Default to Custom and add your items. See Labview examples by going to Help >> Find Examples >> Browse >> Building User Interfaces >> Menus and Toolbars.
See the attached Labview 6.1 example. Put all three files in the same directory and open ShowDialogs.vi.