The VideoLAN Forums

I have looked through tutorials and all say to go to the media menu - but there isn't one!!
How do I do this?

The media is on the second bar, together with Playback - Audio - Video - Tool - View - Help. If you can't see it, may be it was hidden because of setting mode. Check the setting mode to make it appear

The tutorial you read probably targets VLC's interface on Windows or Linux. On the Mac, it's a little different. Checkout the "Streaming / Transcoding Wizard" in the file menu for similar functionality.