When you create a jump menu by using Insert > Form > Jump Menu, Dreamweaver creates a menu object and attaches the Jump Menu (or Jump Menu Go) behavior to it. There is usually no need to attach the Jump Menu behavior to an object by hand.
You can edit an existing jump menu in either of two ways:
You can edit and rearrange menu items, change the files to jump to, and change the window in which those files open, by double-clicking an existing Jump Menu behavior in the Behaviors panel.
You can edit the items in the menu just as you would edit items in any menu, by selecting the menu and using the List Values button in the Property inspector.