Hi I’m making a game monogame monogame for Windows Phone 8, but have not I seen a video menu https://www.youtube.com/watch?v=54L_w0PiRa8 but this in XNA If I could help with the code. Thank you
MonoGame uses the API from XNA and is built to be compatible with it, so XNA things will (or at least should) just work in MonoGame 
Look up on youtube CodingMadeEasy XNA platformer tutorial as well as his MonoGame RPG tutorial.
He makes a basic menu management system (with fading in/out) which is a great base to roll your own from.