This was not what I wanted to spend the last 30 minutes troubleshooting, but I was trying to find an answer to the same question.
From what I found, there is "no support" for menu items in the Linux version of the desktop app. This means that anything that requires these menus just doesn't exist in the Linux version. I'm not sure why they didn't bother making a menu for Linux, there's plenty of native Linux apps including ports from Windows where the menu works fine. I haven't tried using the windows version with Wine, but that may be an option. We're well into 2019, it would be nice to get an official update on this.