The program's user interface is just like the one on your computer:
The menu window is special: It is organized like a hierarchical list.
About the notifications: Sometimes, you will see a blinking icon in the task bar. This is to catch your attention, because someone is ready to play, or because it's your turn to play, or because someone has written your nickname in the chatroom, or because you have an incoming message... Simply click on the blinking icon to find out what is going on.
One last thing: Keyja.com is an online program, linked to an internet server. Sometimes when you click a button, the response takes a few seconds. This is because the network connection is more or less fast, depending on the time of the day. Do not click several times on the same button. Just wait until the server responds.