Yes, many thanks Ilian for your answer! I used this approach many times.
To my surprise, in Mathematica V14.1 there are quite a lot different folders – and many other "MenuSetup.tr" files. For my purposes, with Windows 11 environment, I had to find the right one first.
The upper directory tree (here: C:\Program Files\Wolfram Research\Wolfram\14.1\SystemFiles\Components\Mathematica\FrontEnd\TextResources) divides into at least three almost identical sub-directories: "Mac", "Windows" and "X" and a few more.
In my case, the actual "MenuSetup.tr" file is contained in
SystemOpen[
FileNameJoin[{$InstallationDirectory, "SystemFiles", "Components",
"Mathematica", "FrontEnd", "TextResources",
Switch[$OperatingSystem, "Windows", "Windows", "MacOSX",
"Macintosh", "Unix", "X"]}]]
But then everything works fine. I use "F8" as Andreas suggested.