Maven

<dependency>
    <groupId>eu.xap3y</groupId>
    <artifactId>xagui</artifactId>
    <version>1.6.1</version>
</dependency>

XaGUI is a library, so it normally needs to be included in your plugin JAR:

<plugin>
    <groupId>org.apache.maven.plugins</groupId>
    <artifactId>maven-shade-plugin</artifactId>
    <version>3.6.0</version>
    <executions>
        <execution>
            <phase>package</phase>
            <goals><goal>shade</goal></goals>
        </execution>
    </executions>
    <configuration>
        <relocations>
            <relocation>
                <pattern>eu.xap3y.xagui</pattern>
                <shadedPattern>com.example.myplugin.libs.xagui</shadedPattern>
            </relocation>
        </relocations>
    </configuration>
</plugin>

Replace com.example.myplugin with your package. If XaGUI is a separate server plugin, use provided scope and declare it in your plugin metadata instead of shading it.

For Paper-adapter features, also add eu.xap3y:xagui-paper:1.6.1. Keep both artifacts on version 1.6.1.

Next: initialize the library and create a menu.