Hey! No, the menu should show up automatically, this must be a bug. Please let me know what browser and OS you're trying to run the game on.
Additionally, as I usually ask, if you're on desktop, can you please send me the logs from your console? You can do it like this:
- before pressing "Run game", open the dev tools (Ctrl + Shift + I in Chrome / Opera / Edge / FF, Option + Command + I in Safari);
- find the "Console" tab;
- run the game and proceed to the place where the error occurs;
- note if there is anything red logged in the console; if there is, send me the text of it (right-click and choose "Save as...", or simply copy-paste to some *.txt).