You can use menthol crystals, though I haven't used them myself. Ibelieve you dissolve a very small amount in PG and add as a regular flavour concentrate, but someone who has experience of it should advise you on the specifics.
You can also buy some menthol concentrate (I've just bought some from Fantasy Fudge/Nanny Bakes Kitchen and it's good stuff) and add it in small amounts until you get a level you like (remember, adding a PG flavour will increase your overall PG to VG ratio and decrease your nic content)