The CAPI includes an interface to the Application menu supporting standard Mac OS X behaviors in your delivered LispWorks applications.
(example-edit-file "capi/applications/cocoa-application")
(example-edit-file "delivery/macos/simple-application")
(example-edit-file "delivery/macos/full-application")
and the manual entries in the reference section, starting with cocoa-default-application-interface.
CAPI User Guide and Reference Manual (Macintosh version) - 25 Feb 2015