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Different menus for different windows

I am developing a MacOS application that should mirror what a colleague is writing for Windows.
In their application, they have a menu bar at the top of the main window and a different one at the top of a window that the user can open.
I am sure I can not have a menu at the top of a window; it is always at the top of the screen, but I would to have different menus depending what window has the focus. I am beginning to think it is not possible.
Can somebody confirm if it can be done? Apart from changing the menu on the ViewDidAppear etc