Coherence mode with Parallels 10, cannot get it to work

I have Parallels 10 running on Yosemite with one VM, Windows 7 Home Premium 32bit. All I want to do is to be able to open a couple of MS Office programs (Excel and Word) on my Mac desktop, but I cannot figure out how to do this.
As a Parallels newb, can someone just explain it to me please?

 

The instructions on Parallels FAQs say

• Right-click on Parallels tray icon in Mac status bar to activate Windows Start menu:

But I can't see any option to do that from my Mac desktop.

 

Never mind, I see what I was doing wrong now, I was in full screen mode

 

@Oliver2, does it works OK now? Please let me know if not, we'll try to find out the root cause together.