How do I use for loops with react?

With map you can do:

Users.map((user, index) => (
  <MenuItem eventKey={index}>user.firstname</MenuItem>
));

The render method of your component, or your stateless component function, returns the elements to be rendered.

If you want to use a loop, that's fine:

render() {
    let menuItems = [];
    for (var i = 0; i < Users.length; i++) {
        menuItems.push(<MenuItem eventKey=[i]>User.firstname[i]</MenuItem>);
    }
    return <div>{menuItems}</div>;
}

More common would be to see a more functional style, such as using a map to return the array of elements:

render() {
    return <div>
    {
        Users.map((user, i) =>
            <MenuItem eventKey=[i]>User.firstname[i]</MenuItem>)
    }
    </div>;
}

Note that in either case, you are missing the key property from each element of your array, so you will see warnings. Each element in an array should have a unique key, preferably some form of ID rather than just the array index.