There is a trick for menu items like this. Usually, you can use test methods to right-click on a control in order to generate the menu. Then you should be able to interrogate menu items with the bulls-eye. 

Check if this works for you.

You won't be able to capture those items specifically by right-clicking them. Check the Web Controls tab to see if you can locate them. From there, you can add them to Object Explorer. It is likely that those are Hyperlinks (A tags) and are present even without the right-click.

Thanks for your responses!

These didn't work. Finally I used Sendkeys to pass Shift+F10 to simulate right click.

Thanks,

Madhu