The member menu is the strip which by default is at the bottom of the page, which gives you a quick access to messages, presence change, friends etc.
It seems that in past versions of Dolphin, you could set the location of this menu through the admin panel --> settings, to be either "Top", "Bottom" or "Static". However, in 7.1.X versions, it is no longer there. Instead, it is under Settings --> Templates, then you have to click "settings" again at the top right menu, and there you have it (currently, it is the last option in the list).
It took me quite some time to find it, and all my forum searches sent me to the wrong place, so I hope it helps.