The .NET Core designer for Windows Forms is not yet complete so you can't add menu items right there in the form designer itself. What you can do is select the MenuStrip, open the Properties window, select the Items property and click the (...) button to open the Items Collection Editor dialogue. Once you have added menu items there, they will appear in the form designer and you can double-click them to generate a Click event handler, as normal. This option has always been available to add menu items, right back to VB 2005, when the MenuStrip class was added to the .NET Framework.
That said, most people who want to create WinForms apps probably should be targeting .NET Framework at this stage anyway.
