For most devices the Menu button is a physical button on your phone. It is not part of the screen. The icon for the Menu button will look different on different phones. Here are a few examples of what the Menu button can look like:
If you have Android 4.0 (also known as Ice Cream Sandwich), your Menu button will be on the screen and will look like this:
For some Android 4.2 phones, the Menu button will be in the action bar:
For phones without a Menu button:
To use the Menu button on your phone, you must tap and hold the app switch button.