Select "Run Program", press the down arrow key, you can now search all your installed applications. Or right-click the panel, select to add to panel, pick the xfapplet. Then right-click the added xfapplet icon on the panel (the yellow circle with black mouse figure), and select to run the mintMenu. You get a more advanced menu.
If you meant you wanted the Unity or Gnome Shell menu, I'm not sure how to do those things on Xfce.
Linux Mint 14 Nadia / 64-bit / Cinnamon