I tested your code and it works as expected on my side, the RadWindowManager object is referenced and a RadWindow opens. Furthermore, in your particular case you do not have to add a load handler, because when you click on the menu item you actually do not perform a postback.
Please, find my test project attached and test it on your side.
In case you still experience problems, prepare a new, fully runnable project or modify mine in order to reproduce the described behavior, open a new support ticket and send it to me. Once I receive it, I will locate the problem and I will modify it in order to meet your requirements.
the Telerik team