Look for Contextual Menus
These are great. A contextual menu is one that pops up and is specific to the item you Control-click on, as opposed to menus that appear in the menu bar or in dialog boxes that are always the same.
To display a contextual menu, hold down the Control key (not the Command key) and click on an object, on a blank spot on the Desktop, inside a Finder window, or anywhere. A little menu will pop up. What this menu displays depends on what you clicked on, as you can see by the examples below.
If you have a two-button mouse, you don't need the Control key—just use the right-hand button to display a contextual menu.
There is no visual clue that any item has a contextual menu—just keep checking. You'll find them in applications, ...