The build instructions at http://www.xfce.org/download/building refer to the package libxfce4menu. This package does not exist in the release .tar.bz2 file for XFCE 4.8.
The build instructions have been written in such a way that they are also valid with 4.6. The only reference to libxfce4menu is followed by "(deprecated since 4.8)" so I guess this makes it clear that you don't need it in 4.8.
OK, my mistake. By 'deprecated' you mean 'dropped', when referring to libxfce4menu. But of course you mean 'available but will be dropped in a near future release' when referring to libxfcegui4, which is also my understanding of the meaning of the word.