You need to use the punch and kick keys to beat the enemies. Here are the default keys:
Arrows- movement
Z,X,C,A,S,D - combos
switch between fullscreen and windowed mode - ALT+Enter
skip fight - F1
restart fight - F4
Viewing post in Streets of Ryona ( hentai streets of rage version) comments
Oh I see, well in that case you need to learn some combos with the specific character you pick, like "v + >+punch", or do that twice quickly for a special move. That will help you survive the waves. It's not a easy game indeed, the difficulty was adjusted for a intermediate to veteran player, but it's not hard at all.