Most Windows/RDP servers do not have a valid certificate installed. For this reason, be sure to check the ignore server certificate checkbox in the Parameters section.
The Guacamole menu is a sidebar which is hidden until explicitly shown. On a desktop or other device which has a hardware keyboard, you can show this menu by pressing Ctrl+Alt+Shift. If you are using a mobile or touchscreen device that lacks a keyboard, you can also show the menu by swiping right from the left edge of the screen.
See the docs for more information.