heya, sitebender :)
there is no menu, per se. from the level/main screen, you can view the high score table by pressing [up], or begin with [shift] as it seems you've found (there are settings available along with controller support which are posted on the game page or in-game via [tab], as well. all can be found inside the Flight Manual, too).
you simply progress by completely clearing each level of all treasure and grabbing the star locked inside the chest in under 20 seconds. doing so will add a star; do it thrice and you'll unlock the next stage ;)
that may sound like a lot (clearing a level completely in under 20 seconds) but i promise that Cedric and friends are quick, nimble and brimming with the energy to succeed while eagerly awaiting your guidance toward the highest skies.
And i hope to see you there :)
VN