That isn't a menu, it's a widget. The widget on the demo is a text widget that is using both HTML image tags, and the Info Slide shortcode that is explained here:
http://shape5.com/demo/wp/metro-shows/shortcodesYou may want to consider just installing the Site Shaper in a different location and looking at how the demo content is set up; it's much easier to look at the actual demo content than it would be to understand if I try to explain everything.