Hi Richard Warner,
The RadMenu control by itself will not display anything, as it has no data. It has to be connected to a datasource. For example you can add a SiteMapDatasource control to the page from the Data section. Then click edit on the RadMenu control and go to its Data section and set the DataSourceID property to be the ID of the SiteMapDataSource control.
However the best use of the RadMenu control would be to wrap it in a user control (.ascx), connect it to a data source and then add the wrapped in control to your Sitefinity toolbox. An example of such control is the SiteMenu control from the Navigation section. This is a RadMenu bound to SiteMapDataSource. You can find its source in ~/Sitefinity/UserControls/Navigation35
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