Where to define the menu items event handler

I have a DataGridView on a WinForm. When the user right-click on the grid, I am showing a popup menu. There are 3 kinds of popup menu according to where the right-click has been done:

1. on a row that is defined as readonly
2. on a row that can be edited
3. on any other place in the grid (rowindex is -1)

I created a new classes to manage the popup menus generation.

public class GridPopupMenuFactory
{
    public ContextMenu GetMenu(int rowIndex, bool isReadOnlyRow)
    {
        BaseMenu _menu = null;

        switch (rowIndex)
        {
            case -1:
                _menu = new GeneralMenu();
                break;
            default:
                if (isReadOnlyRow)
                {
                    _menu = new ReadonlyRowMenu();
                }
                else
                {
                    _menu = new EditableRowMenu();
                }
                break;
        }

        return _menu.Menu;
    }
}

public abstract class BaseMenu
{
    protected ContextMenu _menu;
    public ContextMenu Menu
    {
        get
        {
            if (_menu.MenuItems.Count == 0)
            {
                GenerateMenu();
            }
            return _menu;
        }
    }

    protected abstract void GenerateMenu();
}

public class GeneralMenu : BaseMenu
{
    protected override void GenerateMenu()
    {
        var contextMenu = new ContextMenu();

        contextMenu.MenuItems.Add(new MenuItem("Sort"));
        contextMenu.MenuItems.Add(new MenuItem("Print"));            

        _menu = contextMenu;
    }
}

public class ReadonlyRowMenu : BaseMenu
{
    protected override void GenerateMenu()
    {
        var contextMenu = new ContextMenu();

        contextMenu.MenuItems.Add(new MenuItem("View"));            

        _menu = contextMenu;
    }
}

public class EditableRowMenu : BaseMenu
{
    protected override void GenerateMenu()
    {
        var contextMenu = new ContextMenu();

        contextMenu.MenuItems.Add(new MenuItem("Add"));
        contextMenu.MenuItems.Add(new MenuItem("Edit"));
        contextMenu.MenuItems.Add(new MenuItem("Delete"));

        _menu = contextMenu;
    }
}

My question is where is the correct place to define the event handler for each one of the menu items?