You can have more than one Spry Bar on a page in either format, Horizontal or Vertical, and they can have different styles.
If you want to have control over where the Spry Bars appear on the page, insert the spry bar inside a Div Tag (It doesn't have to be an AP Div.)
Adobe will insert the appropriate assets for your Spry menus into your site folder, these assets will also have to be uploaded to your web site's server. The folder is named "SpryAssets"
You don't have to make background graphics, but here are some spry menu examples that use background graphics.
You can set your menu items using the properties panel

Use The CSS Styles Pallet. It's a good idea to duplicate the file SpryAssets > SpryMenuBarVertical.css Or SpryMenuBarHorizontal.css before you begin styling, just in case your effort goes "wonky".
This may seem intimidating at first, but with a little practice...These links are instruction for styling the following:
At the recent 2009 MAX Conference Codify released some new spry themes...
You can down load them and watch a video on how to use them.
Applying designs to spry widgets