It sounds like you want to write a program (menu) that can execute another program (game)...
I would question this design.
It's likely that the main menu (or similar) would be accessible from within the game (paused, for example) anyway but, even if not, you'll likely be returning to the menu after the game has been played.
So, it's probably better to include the menu "program" and game "program" into just one executable.
You can still access files from within C++ so you can always load main menu (or other menu) data from a separate file, if required.
With that being said, if you do need to launch another executable from within your program, you can do this but you'll need OS-specific code.
