Blending Options-Stroke
Take again this tool

to add one more element colored in
404040 and the parameters shown next step.
Blending Options-Drop Shadow
Blending Options-Stroke
Copy the new made layer and place everything out the same way it is done below.

Apply the next instrument

to represent a figure colored with the following color
3BA2EC and the parameters from next step (we're beginning to create Main Menu).
Blending Options-Drop Shadow
Blending Options-Stroke
Copy this new made layer 3 times and place out the first one exactly it is done below.

The second one must be enlarged, using
Free Transform selection and placed out also like it is demonstrated below.