How to create windows-key menus?

Not sure wether this is supposed to go into mission scripting or addons - Where can I find info on how to create these nice looking right windows key menus?

You mean the CBA FlexiMenu? I'm not too sure what kind of documentation you can find, but a google search might help you, though. You can also have a look at the CBA functions using BIS_fnc_help. Those concerning the menus might be listed under UI.