Add documentation to the DropdownMenu

[andrecasal]

Hey @benoitgrelard watching these videos really gave me an 'Aha!' moment!

I think it would be very useful if they where shown in the official documentation (or a more fancy version) along with an explanation that having similar styles for selected, hover, and focus would be a bad idea as we can end up having 3 items apparently "selected" (althought that's just bad UX practice in general anyway).