Thanks for the answer.
I downloaded and added Mainmenu.h to the folder with the library.
At compilation again produces an error.
In file included from D:\Arduino\Scatch\Test_Mainmenu\Test_Mainmenu.ino:2:0:
D:\Arduino\Scatch\libraries\arduino-menusystem-master/MainMenu.h:4:26: fatal error: states/State.h: No such file or directory
#include "states/State.h"
^
compilation terminated.