Here is an example from an add-in, I have made. Here I add MyMenu1 as a second level menu to MyMenu (in your case that's cbMenu). After that I add two buttons to this sub-menu. When you add msoControlButton for all the macros you want, you start adding msoControlButton again to the top level menu.
Code:
Set MyMenu1 = MyMenu.Controls.Add _
(Type:=msoControlPopup, Temporary:=True)
MyMenu1.Caption = "Caption" 'Your caption here
MyMenu1.BeginGroup = True
Set newBtn = MyMenu1.Controls.Add(Type:=msoControlButton)
With newBtn
.Caption = "Caption1" 'Your caption here
.FaceId = 230
.Style = msoButtonIconAndCaption
.OnAction = "Macro1" 'Your macro name here
End With
Set newBtn = MyMenu1.Controls.Add(Type:=msoControlButton)
With newBtn
.Caption = "Caption2" 'Your caption here
.FaceId = 2019
.Style = msoButtonIconAndCaption
.OnAction = "Macro2" 'Your macro name here
End With
Hope it will help. Of course you can change FaceId if you want different icon, or Style or BeginGroup property, according to your needs.