1: This "Menu" can be many sorts of things. A lot of different menu's have been released by people and they allow you to choose from different sorts of things to exploit the game. Such as Infinite Ammo, Health, etc.
2: I personally don't have much experience with this but as far as I know, some you need Remote Ecexuters, Bypassers, etc. Some you just need nothing or Cheat Engine.
3:On this site. You can find different menu's by clicking on them, and checking if they are approved.
4:A Bypasser.
Now I'm not the best with this, so if someone wants to correct me go ahead. Anyways hope this helped.