I was able to get it to work. I downloaded a plugin that allows me to add shortcodes to menus: https://wordpress.org/plugins/shortcode-in-menus/. I added the shortcode generated by the plugin to the menu item, and it opened the popup I needed.
My site is http://www.mozmene.com/matteocrinelli.com/ and the password is: wordpress.
I am not seeing that it works. I have tried adding the classes sg-popup-1-1, sg-popup-id-1, and sg-popup-1 to the menu item, and still they yield no response.