There are 2 methods to include Onclick popup inside the menu link.
1) Using standard WordPress method
Go to you WP admin panel
Go to Appearance->Menus
At the to of the PAGE you will 'Screen Options' DropDown menu click on it and check 'CSS Classes' option.
Click on the menu item Ex. FAQ where you need to define the URL of the element
You will see CSS Classes (optional) option
Add our class 'sg-popup-id-1' where id-1 is a popup id.
2) Using 3-rd party shortcode plugin
You can use 3rd party plugin which will allows you to use shortcodes inside the menu item.
Please follow the steps to get it done:
- Install the following plugin https://wordpress.org/plugins/shortcode-in-menus/
- Check this screenshots https://wordpress.org/plugins/shortcode-in-menus/screenshots/ to activate shortcodes panel
- Add our shortcode like this [sg_popup id="1" event="click"]Your text[/sg_popup]