How to make a menu with this appareance?

I know how to make a menu but I need something with a similar appearance to this:

http://www.codewithc.com/wp-content/...4/04/menu1.png

Thanks in advance

Edited: What I don't know how to do is the box, the vertical lines.

If you want to use a library you should look at NCurses or PDCurses, both freely available. The Curses API has functions called "box" and "border" for drawing such lines, as well as a lot more functions for programming interactive text-based GUIs like this.

If you want to write it yourself without a library, look at the so-called "extended ASCII" line drawing characters. If you output the right character codes for your terminal at the proper positions, those line drawing characters will appear where you ask them to.