The Start button might be back, but it didn't bring the Start menu with it. By default, if users click or touch the button while in the desktop mode, they're simply returned to the Start screen. Users can configure the button to jump to the "All Apps" screen instead, however.
To configure the "All Apps" screen, access the Settings menu from the desktop via the right-hand hot corners if you're using a mouse, or by swiping from the right side of the screen if you're using a touchscreen. From there, select the Personalization sub-menu, then the Taskbar and Navigation sub-menu, and finally the Navigation tab.
Though the Start menu is absent, many of its functions are still preserved. The Start button includes a secondary menu of options, pictured here, that can be accessed either with a right-click, or by holding down on the button on a touch screen.