What kind of menu are you talking about?
Adding things on the OBIEE top-bar menus? (next to "home", "new" etc.)
Or just a menu inside the dashboard as an HTML element?
Please refer to https://www.hdrinc.com/
the top menu that you can see beside the HDR...similar to that...we need to have menu-> subject areas-> list of objects/dashboards->navigate to respective object as it is clicked.
So you basically want to throw out the front-end and make a new one?
Not completely but they are trying to modify the BI dashboard header with additional menus created using JS and Jquery.
Create a custom portal and consume the dashboard objects into it ...
In general you can create any custom link you want when following the documentation: Configuring and Managing Analyses and Dashboards
If this is not enough for you then I guess Thomas pointed you in a possible direction: create your own custom portal and embedd / consume the web catalog content in it.