custom walker class for own menu?

this time my question is which walker class compatible with this menu
structure

Yes, you should be able to produce a walker to do that, but if you want markup completely different from what the menu API creates, why are you using the menu API? It is a waste of effort.

However, what I would suggest is that you work with WordPress instead of against it. The menu API can and does construct something very, very similar to what you have posted. Use the “Custom Links” to add arbitrary anchors, such as to your .html files. Take a look at that markup and make your CSS/Javascript/whatever work with it rather than trying to (essentially) force a non-WordPress menu into WordPress. You will be happier in the long term.