DVD menu coding
The DVD menus that appear on a typical movie DVD are described in the DVD-Video standard: wikipedia.
If you are trying to create this type of menu, there are many programs that will create these. I have had luck with DVD Styler.
If you are creating an application that is distributed on a DVD, the choice of programming language is up to you. I suppose you could use some sort of OS auto-start feature to run an application that would bring up a menu for the user.
There are a couple of open source projects that can create DVDs plus menus. I recently used dvd-slideshow to create a simple dvd with menus etc. Another one is DVD Styler. All of these programs are basically a front-end for various command-line tools for encoding, menu creation etc. Since these are open source projects you can have a look at the source and check out how they accomplish this.