You need to specify the context menu using .contextMenuSelection:
dpc.contextMenuSelection = new DayPilot.Menu([
{text: "New appointment", onclick: function (args) {
var start = this.source.start;
var end = this.source.end;
var resource = this.source.resource;
var e = new DayPilot.Event({start: start, end: end, resource: resource, id: DayPilot.guid(), text: "New event"});
dpc.events.add(e);
dpc.clearSelection();
}
}]);
See also the updated jsfiddle:
http://jsfiddle.net/p4qemLqr/2/