By modern menus I mean menus like those made using MFC or Windows Forms(MenuStrips). I know that it is possible since I have seen some apps that use it which are developed in the Windows Api. It has also been done in the Win32++ library, and MFC and WinForms are just Win Api wrappers so if they contain modern menus, Win Api must contain them too. But my question is… How can I make a menustrip directly in the Windows Api? Is it included in the CommonControls? Or do i have to implement it myself? If so then how? Example code needed, but not necessary.
Menus somewhat like this

This is not true. The basic menu handling code exists in the Win32 code libraries (basically user32.dll), and this enables you to create, draw, and handle messages to make the menus work, but they are very basic menus (just plain text). MFC works by calling the Win32 functions and handling the messages just as anyone else would, but it uses custom drawing routines to spice up how they look. And this is exactly how every other library does it. The only other way to do it is to draw the entire menu yourself (it’s just another window), drawing any icons, handling the highlighting as the mouse moves over it, handling button clicks, etc, all yourself, which is a waste of time if you can get Win32 to do it.
So, if you want to have menus that look like that, you either have to code it yourself, or use a library that others have coded. It’s as simple as that.