Go to Preferences and "Enable Customize" - Then click "Create New Menu"
Title it whatever you like.
Now you can hold Ctrl+Alt then drag (almost) anything you want from the UI into this new menu.
If you close zbrush now - this menu will disappear! To save it you must store config or save UI:
IMO store config is a convenience option while you're building your custom UI. If you really want to save your changes save your custom UI in your Zstartup Directory.
Now it will be saved and loaded each zbrush session.
Hotkey your menu: This is great to pull up this custom menu while staying in your work area.
Now hold Ctrl+Alt and click on your custom menus header.
The above message will appear - carefully record your new hotkey.
Now whenever the hotkey you assigned it pressed your custom menu will appear:
Remember again to save your UI and also save a Hotkeys file under Preferences>Hotkeys
One Last thing - as you develop your zbrush skills you may want to delete a custom menu if you don't need it any more. To do soagain. And Ctrl+Alt click on it's header. This will allow you to either rename the menu - or if you leave the title blank it will delete it. Remember to save to commit these changes or your menu will come back next session.
That should be about everything you need to know to make a custom menu, hotkey it, and delete it in zbrush.