> a menu can only be attached to a top-level form, right?

A regular VFP menu: yes.

You can still use the old FPW/FPD style menus which you need to activate before making a selection.

> (apart from installing a separate OCX component, as in one of the examples),

There are VFP based solutions that implement custom menus using containers, etc. (eg. CommandBars or Tab Menu)