Context menus - or, more correctly, context sensitive menus or popup menus - are available by clicking the right mouse button. Depending on where the mouse pointer is when right-clicking different menus will display, hence the term context sensitive. The items on the popup menu reflects the most common operations available for the location or item where the right-click occurred. Context menus hence makes it simpler to access frequently used commands because you can select an item and execute a command in the same (right-) click operation. Alternatively you would have to first select an item by left-clicking it and then point to the required menu or toolbar and click again to execute the command.
CDGFix 3 Super provides context menus in the Player, Project, Instructions and Thumbnails windows. Please refer to each section for more details.