Menel referred to the High Heavens above Arda.
During Hurin's imprisonment by Morgoth, he defied the Dark Lord by saying that he was and never would be the Lord of Men even if the whole of Arda and Menel were to fall to him. The Númenórean mariner Aldarion and Erendis looked up and observed the blue Menel above them. Insinuating that Menel was indeed the "sky" above them.
While recovering in Rivendell, Frodo overheard the Elves sing A Elbereth Gilthoniel "o menel aglar elenath". When Sam was alone, he uttered in Elvish, which he didn't understand a saying which mentioned Menel in "o menel palan-diriel".