You would probably need to describe in more detail how you would like the folding to look.
Do you mean like crumpled paper or maybe like old clock
Would the menu sections fold with the wallpaper behind them, or just “Play” for instance.
If they were to fold in half then the would need to be on 3d planes in world space and have geometry to support this folding. This could either be done through vertex animation or skeletal meshes.
Or you could go the route of 2 static meshes and animate the rotation of one of them to fold on the other.