The Click event is used to add the menu item click event handler. The following code adds a click event handler for a menu item.
<MenuItem IsCheckable="true" Header="_Open" Click="MenuItem_Click">
The event handler is defined like following in the code behind. I added a message box when the menu item is clicked.
private void MenuItem_Click(object sender, RoutedEventArgs e)
{
MessageBox.Show("Menu item clicked");
}