You have to manually add them to a menu entry or toolbar icon; or assign a shortcut.
By default User Menu 1 is assigned to ctrl+k :
http://www.emeditor.org/en/cmd_tools_user_menu1.html
As far as I understand (and the way I use them) is that the user menus will appear at the cursor location, similar to right clicking, but with different menu options.
To assign a shortcut / button / menu entry to a user menu, you will find them under
Category: Tools
Commands: User Menu (x)
PS Let me know if you need further detail