You could attach the PApplet to a container within a Swing GUI.

AWT is better if you need to control them with AutoHotkey or AutoIt or similar. AWT is using native controls, while Swing draws them, so they don't react to standard Windows messages.

Hi All,

To start for AWT Menu bars, see this link.
It's created for pure Java, but the methods described are the same in Processing.

Using AWT in a Processing sketch can be problematic, as the drawing loop thread can interfere with AWT processes.
Processing uses SwingUtilities.invokeLater() to run AWT-specific functions, like selectOutput.
But a more usual way, as jeff_g suggested, is to put a Processing sketch inside an AWT container, a frame offering the menu and other facilities and displaying the applet in the frame.
Thus you need to use Eclipse or similar, ie. to go out of the PDE.