Communication between 2 arduino programs (menu - main)

now I am beginning the hardware part which is composed by an 16*4 LCD screen and interrupts.

Interrupts are not hardware. They are software.

Once I am in the "Serial ports" menu I would like to set a variable Baudrate1 for exemple that I would use for the setup of my main

You don't (appear to) have a "Serial ports" menu. You have a "2: Serial ports" text displayed on the LCD. Since you do that in loop(), which is run AFTER setup(), it hardly seems likely that you will be able to set the value of a variable that will be used in setup().

Of course, Serial.begin() doesn't HAVE to be called in setup(). It can be called any time you know the baud rate to use. Or, call it with a default value in setup(), and then call Serial.end() and Serial.begin() with a new value, when you have a new value.