Is there a difference between methyl nicotinate and menthyl nicotinate? Are they the same thing? Do they have the same properties?

They are completely different substances, with completely different molecular structures.

Methyl nicotinate is a very strong vasodilating agent and can be in some cases highly irritating to the skin even at very low concentrations (0.1% or less). Menthyl nicotinate (Nicomenthyl) effectively enhances skin microcirculation without causing bothersome hyperaemia or irritations, on the contrary it generates a pleasant hot-cold sensation in the area of application.