Default the PXE Menu Editor is not installed on Netware at time of the
installation of ZEN.
The documentation refers to;

"If you need to access the Menu Editor from a NetWare server, locate
the files on the ZENworks Desktop Management Program CD in the \menu
editor directory, then copy them to your NetWare server. Then, from a
Windows machine, you can map a drive to the location on the server
run the Menu Editor."

But there is no folder named Menu Editor on either CD1 or CD2.

If you need the Menu Editor you can do the following;
Put in the first CD and locate \zenworks\sfiles\InstallerData
Open it with your favourite compression program and then open
$SHADE_SOURCE_PATH$\ZEN Preboot Services_zg_ia_sf.jar. I use WinRAR
for there are obvious more programs which can open jar files.
In the jar you'll find the directory Menu Editor. Just copy it to the
preferred folder on the server of workstation and create yourself a
wonderful menu.