The menus don't seem to work on the newer versions of GZDoom. 4.13.1 and 4.13.2. The same issues happens with Project Nomad.
I suppose you're getting black screens, right? Unfortunately that's a thing that affected everyone playing my mods this year. So this is what i can recommend:
Try another sourceport, or opening the console, or even spamming enter for starting the game, or even even changing your rendering settings. One of these options should work.