How to select a line from a plot with right click and do something?

Hi,

I have figure with many lines ploted.

When opened in 'Plot Brower' I can right click on one of the lines and perform few tasks from a menu which is opend.

I want to be able to do similar thing on a figure I created - with my own actions.

How can I do it? How to select the line? How to create a menu of options/

Thanks,

Alon