Mostly likely in CMUD too.
1. Right-click on main window, "Edit Menu".
2. Package Editor opens with the current Window selected.
3. Note there is no obvious way to change the right-click menu.
The right-click menu is controlled by "menu" items in the settings editor. After selecting "Edit Menu", you can then click the New/Menu button and create a new menu item that way. This has been true since the old zMUD days.
Ah, OK. Maybe a little help box could come up suggesting a help page with an option to not display the box in the future? As I said, it isn't obvious if you haven't read the right help page already.