The menu system in Ubuntu 9.10 is similar to that in Windows except that it starts from the upper right corner of the screen (by default) rather than the lower left. The single Start button of Windows is replaced by "Applications" "Places" "System". Each of these has a cascading series of menus below. Is that what you are trying to figure out? If you want to change what is displayed on the menus try System; Preferences; Main Menu - that will take you to an application which allows the menus to be changed.
If on the other hand you are asking about navigating the file system...
Navigate to Places; Computer. This will bring up the Nautilus file manager tool. By default it will be in Icon view. I hate that so I go to Edit; Preferences (think Edit; Preferences instead of Tools; Options from Windows - true of most programs in Linux) and change to List View. Click on "File System" under Places on the left. This is the layout if the subdirectories (folders) and files on your hard drive. Poke around but don't delete anything
As energyAlchemist asked - is your system up to date? Windows has "automatic updates". Ubuntu, prior to 9.10, had something very similar in that a little icon would appear on the top "panel" (that is what the bar across the top of the screen with the menu items Applications, Places, System and icons for Firefox etc. are displayed) indicating that updates were available. In 9.10 for some reason the process is more stealthy and unless an important/critical update is available nothing happens. When an important/critical update is available the update application launches. An "improvement" I guess.
That said - here is how to manually check for and install updates:
Navigate the menu System; Administration; Update Manager
You will probably see a number of updates listed. To make sure the list is current, click "Check". Ubuntu will ask for your password. This is a similar idea to User Access Control in Vista/Win 7 although it is done better. When the complete list is shown click "Install Updates". I generally install both important/critical and recommended updates.
As to sound... do you have a dedicated sound card or is it built into the motherboard?
And mounting... Ubuntu automounts most everything you should need. If you place a CD or DVD in the drive it should automatically open. Same for a USB flash drive. If not... let us know.
Hope this gets you started and feel free to ask more questions - and try things - that is how to learn.