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MZ has a very rigid menu for the most part. You would need to construct your own menus by cropping these assets individually into pictures and then assembling them on the screen at runtime, or get a plugin that helps you create custom menus. You could also customize the windowskin using these assets, but it won't use very many of them and might not look right since the windowskin stretches based on window size.

Using SRDude's HUDmaker plugin (It is a bit pricey) works wonders and I feel is the easiest way.  You can also use other picture plugins and events.  It isn't plug and play.   Look up youtube videos!  Hope that helps!