Did you follow these instructions from the plugin site especially the one about creating a menubar-templates folder and uploading some Menubar templates after downloading from their site?
First installation procedure
To install the current Menubar version for the first time:
a) Download the plugin archive from the WordPress Plugin Directory
and unzip it, then upload the resulting menubar
folder with all its contents to wp-content/plugins
b) From the Plugins
administration panel, activate the current Menubar version;
c) From the Appearance
administration panel you can now access the new Menubar
Steps a) and b) are the same steps performed by the automatic install procedure, so you can safely run the automatic install. In both cases, before using Menubar, you’ll have to:
d) Create a new folder named menubar-templates
e) Install one or more Menubar templates, at least Suckerfish (see Menubar templates
Now you can create your first menu (see next section).