I couldn’t find the menu in question so I’m not sure about the setup.
The solution requires javascript and the Hype Javascript API to change scenes.
If you are looking to have a child iframe change the scene of a parent, you can simply call:
window.parent.HYPE.documents['documentName'].showSceneNamed('sceneName');
If you are looking to have a parent iframe change a child, this requires using the postMessage call and signaling such that a handler is called on the iframe that can use the Hype API. I think there are some examples of this via searching the forums (though perhaps not exactly doing a scene change).
I believe the global behavior extension project can also help: Hype GlobalBehavior (Custom Behavior Extension)