what exactly is the problem? This is how I make menus:
add event--> input-->, which will give you this block:
when mouse is pressed
Now adding the block under user input "when mouse is down on" and change it to:
When mouse is pressed
-if mouse is over self
-- create the menu window
In case your making games that involve various types of windows, this method allows for more control.
I don't see exactly what could be the problem with your code, I suggest using a print event and put that under "when created" in the window actor, then you can see in the logviewer if the window was at least created (someplace, sometime).
One problem that I had when making windows was that you click the button to create the window and that very same click also counts as clicking something in the window. Was driving me nuts when the mouse was over a close window button so I didn't even get a chance to see it. For that I have a boolean in the window called "locked" and set it to true by default, and under a "when created" event I set it to false after 0.5 seconds. Anything that happens inside the window can only happen if locked is false.