Which "example" didn't work? Examples that demostrate interrupt cannot be simulated because the simulator does not support Interrupt inputs (input 3,4,5,6 shares with interrupts 1,2,3,4 on the M-series PLC but this is not simulated on the simulator). However, if you transfer it to the PLC it will work just fine.
Anyway there really isn't a need to use interrupt to implement user menu. All you need is the ladder logic that are connected to the input buttons to trigger some custom functions when an input button is pressed. A good example will be the "SetTimCtrSV.pc5" in the "c:\TRiLOGI\TL5\usr\samples" folder.