The main limiting thing there for me that's annoying is that Mac OS seems to require me to use my laptop's screen as the main one putting the menubar there instead of on my larger external monitor.
You know abhout this "drag and drop" thing? Open up the Displays preference pane. You see the two (or more) screens and you can drag them around to decicde how to arrange your virtual desktop.
Now drag the menu bar to whichever screen you like. And remember, Google is your friend.
In your defense, a lot of "elegant" GUI designs are like this: they lack affordances, so you have no idea that they can be manipulated. But once you learn them, they seem to make sense.
The common alternative, some sort of configuration wizard with 1,000 controls, seems worse. But only just.
In some cases it's just a little more thought -- like here if, for instance, the border of the menubar was highlighted as the mouse rolled over it, it would be pretty obvious, in my opinion.
I haven't tried this, but someone says that if you go into the Spaces view--the one where you can drag windows between all four of your spaces--you can drag the menu bar in there as well!
Now drag the menu bar to whichever screen you like. And remember, Google is your friend.