build a menu (li.selected)

there is no such thing as an 'event' li.selected. all you have done
there is define a class 'selected' for an li element within an
element with the 'menu' class

you will need to add the class attribute to the li element yourself.

per your css/html example:

<div class="menu">
  <ul>
    <li class="selected"> ... </li>
    ...
  </ul>
</div>