FYI I did a Google search and a Mroogle search and I came up with nothing that helped.
I know that there is a file menu on my mac but I can't find it on my pc. Heres a screenshot.
EDIT: Okay problem solved. I had my menubar hidden.
That's Windows 6 and 6.1 for you, it hides some essential tools and thus makes it much more easier to not navigate properly. It often helps, as you might have found out, to just press the ALT key to activate the very well hidden menu.