Include Adafruit_RGB LCD Shield library in class
Move your #include statements outside the class definition.

You declare a pointer, but never allocate space for it with new. I see no need for a pointer.

#include &lt;Adafruit_MCP23017.h&gt;
#include &lt;Adafruit_RGBLCDShield.h&gt;

class LcdMenu
{
 public:
     // default ctor will be called here.
     Adafruit_RGBLCDShield lcd;

     void Setup()
     {
      lcd.begin(16, 2);
     }
     void Write(int line, char text[17])
     {
      lcd.clear();
     }
};

LcdMenu LcdM;
#define VIOLET 0x5 

void setup()
{
  LcdM.Setup();
  LcdM.lcd.setBacklight(VIOLET);
}


Also note: you are not extending the Adafruit_RGBLCDShield class as in the example you linked. To do that:

#include &lt;Adafruit_MCP23017.h&gt;
#include &lt;Adafruit_RGBLCDShield.h&gt;

class LcdMenu : public Adafruit_RGBLCDShield
{
 public:
     void Setup()
     {
      begin(16, 2);
     }
     void Write(int line, char text[17])
     {
      clear();
     }
};

LcdMenu LcdM;
#define VIOLET 0x5 

void setup()
{
  LcdM.Setup();
  LcdM.setBacklight(VIOLET);
}