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 sub-panel.
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 under
wp-content/plugins;
e) Install one or more Menubar templates, at least Suckerfish (see
Menubar templates).
Now you can create your first menu (see next section).