A menu could contain sublists or tasks.
A small arrow would appear to the left side of the sublists.
transaction code is listed to the left side of the tasks.
You can drill down a sublists by double clicking on it. Sublist could contain tasks and more sublists.
To start a task you you double click on it using menus. Alternatively you can use transaction code to start a task form any screen.
When you use a transaction code to start a task, the SAP system ends your current task and then displays the initial screen of the new task.