Q: When I run obmenu, I get this:
Error: "/home/$USER/.config/openbox/menu.xml" not found.
A: You don't have a menu file, copy the default menu file to your home dir. It's usually at /etc/xdg/openbox or /usr/local/etc/xdg/openbox so:
Hopefully, obmenu itself is intuitive enough to use without any problems.
Documentation for the bundled pipe menus is here.
If you want to make your own pipe menus in python with obxml, have a look at this. An example pipe menu is here.