menu = meh nyuu = メニュー
The small ュ combines with the 二 kana to produce a "nyu" (ニュ) sound, instead of a "niyu" (二ユ) sound. Notice how one ユ is larger than the other.
The dash, ー, indicates it's a "long vowel," i.e. you hold the vowel longer than usual. So, "menu," which is pronounced "menyuu, gets written as メニュー.
If anyone had issues typing the katakana on keyboard, typing "nyu" will produce "ニュ”. I kept trying to type NI-YU and then got confused.
Also, you can apparently make lower case characters by inputting an "x" before typing out a character. Example: "xyu" produces, "ュ”.
The "ー” is made simply by typing the dash ('-') symbol on your keyboard.
I'm sure you already figured this out, but you need to type the long dash separately like "nyuー" you need to find where is the long dash in your keyboard, to do that I recommend opening "on-screen keyboard" from windows (if you are using windows ofc), there you can see a visual mapping of the keys.