Can you, please, specify if you want to use the drag-and-drop controls included in the Sitefinity widget toolbox, or you want to build a user control using these RadControls and drop it on a Sitefinity page? If it's the first case, you can simply drag the control (RadPanelBar, RadMenu etc) from the RadControls section of the toolbox (might need to go to Administration->Setiings->Advanced->Toolboxes and enable the RadControls section,a s it's disabled by default). Then you can drop a SiteMapDataSource control on the page from the Data section of the toolbox. Setup the SiteMapDataSource according to your needs and copy its ID. Paste the ID in the RadMenu/RadPanelBar's DataSourceID property and publish the page - you're all set, the combination should work.
If you want to use the controls programatically, on the other hand, you might want to check this forum thread
which contains a discussion and code samples on the topic.
the Telerik team
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