Can u pls suggest few videos which deals particularly with the customization of the menu and changing menu structure.

Take a look at these:

DotNetNuke ASCX Skinning for Professional Skinners
DotNetNuke Nav Menu
Nav Menu v2 for DotNetNuke v5
DNN Garden - DDR Menu for DotNetNuke

All these tutorials deals with how to use a Superfish menu, Tree view menc u, Home mega menu etc. but i want a specific tutorials which deals with customization(changing) of Menus.

In the meantime, start with the material about the DDR Menu in the DotNetNuke Wiki.

If you want to expore more, use the DumpXML template to see what goes into the menu processing. Then look at the Token template to see a simple version of the output.