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.