A family of Microsoft products that enable users to capture, organize, and reuse notes electronically.
I assume you have Office 365 and an old OneNote 2007 installed.
AND you found a new OneNote which has no File Menu.
This OneNote is OneNote for Windows 10 and cannot open OneNote files from the 2007 version.
It even cannot open any local OneNote files on your computer. It only can open OneNote files stored on OneDrive, the Microsoft cloud.
Now you have 3 alternatives:
#1
Ignore OneNote for Windows 10 and stay with OneNote 2007.
#2
Install OneNote 2016:
Then open your OneNote 2007 files and convert them to the 2010-2016 format. Still use local OneNote files.
#3
Use alternative #2 and then move your converted OneNote files to OneDrive by using the File --> Share feature of OneNote 2016. Now you can stay with OneNote 2016 or you can open the moved OneNote files in the new OneNote for Windows 10.
If you want a recommendation: Install OneNote 2016 and stay with it.
Bernd