During cross-examinations in court, you should be able to get to the menu using the "OPEN MENU" command.
However, much of NALE Chapter 1 is effectively one long interactive cutscene. It's only about half an hour, though, so generally people play it in one sitting.
If you need to skip through (like you have to restart) you can hold Pg-Dn to skip through text.
Chapters 2 and 3 work very differently, because they have walk-around segments interspersed with the court cases.
