There isn't a Menu bar, as you would know it from IE, only a bookmark/favourites bar. The method is only to select the three dots, top right, and work through the settings.
It is an arguable point, which has been discussed on the various Microsoft pages also. It seems that , like myself, many users did , in fact, turn off the menu bar in IE, as clutter.
I dont use it, but isn't it the same story in the very popular Chrome?