http://www.daniweb.com/software-development/cpp/code/216342/menu-on-a-windows-form-for-dev-c

I recently used this page to develop a menu for a program I am attempting to design. However, instead of using "Load" and "Save" functions under "File", I wish to have the list of conintents under a "Continents" tab. I later plan to have the continent options lead to more options (certain countries) then so forth from THOSE options more options such as: religion, cuisine, customs, etc.

Where and how would I go about altering the codes given from the link above?

I suggest you to study the Windows API to learn more about this... look for some tutorials about the windows.h library!