The exhibition will be held in St. Peter's Square and the Rome synagogue complex and will include about 130 menorahs or depictions of them in paintings, ancient gravestones and sculptures, as well as medieval and Renaissance illustrations and manuscripts.Spoiler: the Vatican does not have the golden menorah that Titus plundered from the Temple, so it won't be on display. But there will be many other ancient etc. menorahs and depictions of menorahs, including the Magdala Stone.
For the lost Temple menorah, which is pictured on the Arch of Titus, start here and follow the links. And also follow the relevant links in the same post for many other PaleoJudaica posts on ancient menorahs and depictions of them. Past posts on why the Temple menorah is not in the Vatican are collected here.