There are two options:
1. Use JavaScript to redirect it on the client side:
<DayPilot:MenuItem Text="Open" Action="JavaScript" JavaScript="document.location.href='Detail.aspx?id=' + e.id()" ></DayPilot:MenuItem>
2. Use NavigateUrl and use "{0}" as a placeholder for the event id. This only works for the id:
<DayPilot:MenuItem Action="NavigateUrl" NavigateUrl="Detail.aspx?id={0}" Text="Open" />