How to Navigate in Adobe XD on Windows

XD works differently on the Mac and Windows. On Windows Adobe chose to build XD using an approach (called the Windows UWP design paradigm) that eliminates top level menus. Everything that you can do on the Mac can be done in Windows, but sometimes in different ways. Instead of top level menus, Windows users must use the features found in the interface (such as the Property Inspector on the right) and for menus options they are only found by Right-clicking in the document (with the proper thing selected). 

The hamburger menu (a 3 lined button at the top left of the window, to the left of the Home icon in your screenshot), is for file operations such as opening and saving.

I personally think this was a mistake on Adobe's part (and Microsoft's), but that's the approach they took. If you would like to see top-level menus on Windows, feel free to upvote the feature request here https://adobexd.uservoice.com/forums/353007-adobe-xd-feature-requests/suggestions/18478660-full-featured-top-menu-for-windows-10 and maybe Adobe will listen if enough of us ask.

In the meantime, know that you can do everything on Windows. It's not a more limited app. Look in right-click menus or on the app's interface. I'm not sure how the Adobe Classroom in a book is written, but I would hope they'd include instructions for how to do things on Mac and Windows. Best wishes!