When you run SXEmacs under X, a menu bar on top of the Emacs frame provides access to pull-down menus of file, edit, and help-related commands. The menus only provide convenient shortcuts, the options that they provide are available via key commands. You can invoke those commands from the keyboard also. For many of the options, their corresponding key commands are displayed right besides them. The five default menus on the menubar that you will see on the frame are File, Edit, Options, Buffers and Help. See SXEmacs Pull-down Menus in SXEmacs User’s Manual, for detailed information on the functions provided by the pull-down menus.
The Emacs frame has a rectangle shaped box at the extreme right and you can drag it up or down to scroll the window accordingly. Clicking on the arrows also serves the same purpose.
The last line in your window is ‘the Mode line’ which will give you a description of what’s going on in that particular window. See Mode Line, for more information. Below the mode line is the ‘Echo area’. Emacs uses this area to interact with the user. See Echo Area.
If you wish to open another file in a new window after you enter SXEmacs, select Open in New Frame... from the File menu, which will prompt you for a filename and open a new window with that filename as the current buffer. If you want to open a new file in the same window, select Open.. from the File menu. You need to enter SXEmacs only once, you can edit multiple files by opening several other frames or by switching between buffers.