A workflow Menu allows you to present multiple options when someone texts your Keyword. Where a simple workflow does not provide options.
Here is an example of what a Simple Workflow looks like within the Rally Platform.
And here is an example of what a Menu looks like within the Rally Platform.
A Menu is made up of several simple workflows that can only be accessed from texting the Keyword Workflow associated with the Menu. When creating a menu, first you'll want to create each simple workflow you want to use in that menu. Then you can easily choose which simple workflows to add when creating your new menu.