As far as I know, menthol can't be used as a fuel.
Methanol, however, can be. Its main problems are its infinite water solubility (meaning that unlike gasoline/oil, it would be extremely difficult to transport and easy to be tainted should it become exposed to water. Water is used to flush out oil pipelines since nonpolar oil floats on water, but water mixes with ethanol), it's relatively low energy output per unit volume (partly because of the oxygen atom in the CH3OH molecule), and its ability to corrode or react with some metals.
