As far as I can see, you have this:
<div id="jqxMenu" style="margin-left: 20px;"></div>
So you give it an id, but you are binding the click event by the div class, which is non-existent:
$('.jqxMenu li').click(function ()
Your solution would either be to bind the div by id:
$('#jqxMenu li').click(function () {
}
or give your div the class it needs:
<div id="jqxMenu" class="jqxMenu" ...=""> ... </div>