Enfim, o código completo do ExemploMenus fica assim:

package modulo1;

import java.awt.FlowLayout;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;
import java.awt.event.WindowAdapter;
import java.awt.event.WindowEvent;

import javax.swing.JFrame;
import javax.swing.JMenu;
import javax.swing.JMenuBar;
import javax.swing.JMenuItem;
import javax.swing.UIManager;
import javax.swing.UnsupportedLookAndFeelException;

public class ExemploMenus {

    /**
   * @param args
   * @throws UnsupportedLookAndFeelException 
   * @throws IllegalAccessException 
   * @throws InstantiationException 
   * @throws ClassNotFoundException 
   */
    public static void main(String[] args) throws ClassNotFoundException, InstantiationException, IllegalAccessException, UnsupportedLookAndFeelException {
        UIManager.setLookAndFeel("javax.swing.plaf.metal.MetalLookAndFeel");
        
        JFrame frm = new JFrame("Exemplo de Menus");
        
        FlowLayout flow = new FlowLayout(); 
        frm.setLayout(flow);
        
        frm.setVisible(true);

        // Cria uma barra de menu para o JFrame
            JMenuBar menuBar = new JMenuBar();
        
            // Adiciona a barra de menu ao  frame
            frm.setJMenuBar(menuBar);
        
            // Define e adiciona dois menus drop down na barra de menus
            JMenu cadMenu = new JMenu("Cadastro");
            menuBar.add(cadMenu);
            JMenu ajuMenu = new JMenu("Ajuda");
            menuBar.add(ajuMenu);
        
            // Cria e adiciona um item simples para o menu
            JMenuItem newAction = new JMenuItem("Novo cadastro");
            cadMenu.add(newAction);
            JMenuItem edAction = new JMenuItem("Editar cadastro");
            cadMenu.add(edAction);
            JMenuItem sairAction = new JMenuItem("Sair");
            cadMenu.addSeparator();
            cadMenu.add(sairAction);
            JMenuItem sobAction = new JMenuItem("Sobre");
         ajuMenu.add(sobAction);
        
        frm.setSize(650,200);
        //frm.pack();
        
        frm.addWindowListener(new WindowAdapter()
        {
            public void windowClosing(WindowEvent e){
                System.exit(0);
            }
        });
        
        newAction.addActionListener(new ActionListener(){
            public void actionPerformed(ActionEvent e){
                FormCadastro form = new FormCadastro();
                form.setVisible(true);
            }
        });
        
        edAction.addActionListener(new ActionListener(){
            public void actionPerformed(ActionEvent e){
                FormCadastro form = new FormCadastro();
                form.setVisible(true);
            }
        });
        
        sairAction.addActionListener(new ActionListener(){
            public void actionPerformed(ActionEvent e){
                System.exit(0);
            }
        });
        
        sobAction.addActionListener(new ActionListener(){
            public void actionPerformed(ActionEvent e){
                //FormCadastro form = new FormCadastro();
                //form.setVisible(true);
            }
        });
    }
}
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