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Main Menu (GTA Style)

das rly cool

No problem.

ok thanks for taking the time to explain these things
I appreciate it

Absolutely right. Music files have to be .OGG format only and it have to be named "Main" only, otherwise nothing will work. You don't need to do anything else, except to create non-existent folders.
\Sounds\Music\GTAMenu\

ok also do the Music files have to be .OGG format? or can they be any other audio format? do the music files have to be named "Main" or replace the name for a particular music sound track to replace them? Also I do not have these directories by default at all it seems but I will try to create them.

They already exist by standard.
Anyway, if you don't drop your files to the folders (specified in description) then your pictures won't work.
You should drop your background pictures strictly in:
Haydee\Textures\GTAMenu\ and rename it to BG1.jpg BG2.jpg BG3.jpg BG4.jpg BG5.jpg (Max 5 pictures)
(If you can't see these 2 folders, just create it and drop your files there)
then foreground pictures in same folder, but rename it to Char1.png Char2.png Char3.png Char4.png Char5.png
do the same things with music (create these 3 folder and drop your music file there)
Haydee\Sounds\Music\GTAMenu\Main.ogg

and these specific instructions would be, naming them "Music" "Sounds" or "Textures" ?

These directories aren't random. Game engine can read both packed and unpacked files from the root game folder.
But, unpacked files have higher priority. By their presence, they "cover" the packed files, so the game reads unpacked files first.
If you try to create folders (blablabla/tralala) for example, then game engine won't read them, until you give it specific instructions to read those directories.

Does the game then just know to use the files frorm this random directory?

You can create this folders.