Another purpose for window managers is for them to provide menus for the user to quickly accomplish tasks that are done over and over. For instance, I might make a menu choice that automatically launches Emacs, a powerful text editor, or an additional xterm for me. That way I don't need to type in an xterm--an especially good thing if there aren't any running xterms!
In general, different menus can be accessed by clicking on the root window, which is an immovable window behind all the other ones. By default, it is colored gray, but could look like anything. (There are programs that put fish in the background for you.) To try to see a menu, click and hold down a button on the desktop. A menu should pop up. To make a selection, move (without releasing the mouse button) the cursor over one of the items any then release the mouse button.