In the inspector, each component has a small gear-shaped icon in the upper right-hand corner of the panel. Clicking that gear will display the component's context menu. When you've set a ContextMenu attribute for a function, it should appear at the bottom of the context menu for that component.
Note that the component must be added to a GameObject and you must be viewing that GameObject in the Inspector for the context menu to appear (ie, it will not appear if you simply select the script in the "Project" pane).
