I need to put some of the items in Acrobat menu in the margin of every page of my document. I wonder if it can be done using, say, TikZ.

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Hi, and welcome to TeX.sx. I removed the "Regards", which is just the style here. Any thanks should be expressed as the upvoting of answers that help you. –  qubyte Feb 24 '12 at 17:30
I wonder what you mean by items in the menu. Do you mean the button icons ? It's always good to have an image of the desired output. You don't have the reputation to post images here yet but upload the image and remove leading ! character from the link. Then we will add it for you. –  percusse Feb 24 '12 at 18:49
Sorry I meant navigation menu. I need to put a navigation menu for first page, next page, previous page, last page, print which appear on every page. –  user12076 Feb 24 '12 at 19:44
so like what occurs in a beamer presentation? –  EricR Feb 28 '12 at 19:52
Yes Eric. I can put the navigation menu as a running footer on every page using fancyhdr. However I need the navigation menu to appear in the right margin of every page. I am happy to see the menu in two or more rows depending on the width of the margin. –  user12076 Feb 29 '12 at 21:23

You can add a navigation panel using the pdfscreen package. The panel can also be customized as described in the package manual.
\documentclass{article}