What are you calling a menu? A window of files in the Documents folder?
If you want to print the contents of a folder, you can use the Terminal window to make a text file of the contents you want:
https://ss64.com/osx/ls.html gives an overview of the the Unix file folder operands.
ls -asF ~/Documents > ~/Desktop/Documents.txt
puts a file called Documents.txt on your desktop with the immediate contents of the Documents folder. Additional characters from the link above can be added after the hyphen to get more file information.
If you are talking a menu, as in the drop down from the top bar of specific applications, that says Documents, a timed screen capture is the best way to capture the contents of a menu pulled down.
Take a screenshot on your Mac - Apple Support