Make the RadMenuItems checkable. When the user click in item within set the IsChecked to true on that item and on the parent.
If you are using the customization example you will need some knowledge in XAML and Styling. Setting the IsChecked to true will set the RadMenu item's CheckedStates VisualStateGroup to go to the Checked state. IsChecked = false will move it to back to Unchecked. So you can add these two states and somewhat visual element to show the "Selected" RadMenuItem element.
All the best,
the Telerik team
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