You don't need to use the menu item to create a trigger. Just open up a query window and write the create trigger statement there.
To get some help with the syntax you can use a snippet in the editor. Right click on the surface of the query editor and select Insert Snippet and then select Trigger and Create Trigger to get the following code snippet inserted to your editor.
CREATE TRIGGER TriggerName
ON [dbo].[TableName]
FOR DELETE, INSERT, UPDATE
AS
BEGIN
SET NOCOUNT ON
END