I am using XNA 4.0 and C# to create a game for the Windows PC, and I am having a problem creating the game’s menu. I want to create the most simplest menu ever; a sidebar with a button on it, currently, the menu looks like that:

The menu is written in a .cs file, just like the game itself (I duplicated the fresh created .cs file that is being created with the project and renamed it), in the Solution Explorer, things look like that:

I just need a way to make the ‘New Game’ button trigger the game .cs file, and I have no idea how to do that, any thought?
That is not a good approach…
you should implement screen states… that way your menu will be a state (MenuScreenState), as your game will be other state (GameScreenState)….and this will let you implement more states like pause, victory, defeat,…
You can use as a base, this sample from microsoft:
http://create.msdn.com/en-US/education/catalog/sample/game_state_management