First ghusl must be done to regain tahrah (ritual purity) in order to be able to pray and worship. If a woman became junub during her menses. Even if she performed ghusl for Janabah she doesn't get in a state of tahrah unless by coincidence her menses ended.
So from a logical point of view ghusl is not necesarry, but in case of an haram (illegal) reason for this Janabah tawbah(repentance) is required. Nevertheless she might perform ghusl for Janabah during her menses. But it won't be a valid reason for being able to pray as her menses has not yet ended.

The matter of niyyah (intention) has been discussed and answered on the site before: it is not necessary nor more than permissible to utter it, as niyyah is in the heart. Further some scholars like the Hanafi school of fiqh and imam Sufyan a-Thawry say niyyah is neither required for ghusl nor wudu' nor any non pure worship.

As for how to perform ghusl this has also been answered on the site. 

The same applies to the topic of menses and how to identify its ending. 

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