Sure!
Except... did you mean drop-down list rather than menu?
1. Drop-down list:
I assume the ddl is bound to some field in your IP form (or it could be a variable), i.e. its value (whatever is selected) is stored somewhere.
Then go to your conditional section, Properties, Display, Conditional Formatting.... Add a new condition. For the condition, Select a field or group..., find the field where the value is stored, probably pick is not equal to, type in the value, and checkbox Hide this control, i.e. if the value is not the desired one then hide the section.
2. Drop-down menu:
If you really mean that, you're adding items to InfoPath menus. I haven't done that, but in principle save the chosen item into some IP variable and use that in your condition.