This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
The button is probably working just fine, it just doesn't do what you think it does. It creates a new Menu (Is that java.awt.Menu? Then don't! You shouldn't mix AWT and Swing) which it then simply discards without doing anything with it.