If you mean a context menu, then we use a context menu jquery plugin - http://abeautifulsite.net/blog/2008/09/jquery-context-menu-plugin/
You can easily apply this to each row as it's drawn using the fnRowCallback function.
In our scenario, our datatable is sourced via a json data feed. If your first column contained your unique id for example, you could extract this and use it with the context menu to open a dialog with data relevant to that row etc...
You could theoretically delegate an event to each row that builds the menu on-demand and then calls the context menu function on it. It would work similarly to what's done in the drill-down-rows example.
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You can easily apply this to each row as it's drawn using the fnRowCallback function.
In our scenario, our datatable is sourced via a json data feed. If your first column contained your unique id for example, you could extract this and use it with the context menu to open a dialog with data relevant to that row etc...