Before you can use a menu designed with AWM in Fusion, you either have to learn how to add the code manually or install the AWM component that does it for you.
First - Download the component. It's a zip file containing a folder named "awm". Unzip the file and take the awm folder and copy it with it's contents into your Fusion components folder.
If you're running Windows Vista, 7 or 8.x 64-bit and have Fusion 11, the location should be here:
(for Vista or Win 7/8 32-bit, the folder is simply "Program Files")