@Alien Sorry, I don't know which menu you intend to access, but I believe you are using the wrong shortcut.
If it is the EmulationStation menu (before entering a game), just press START. If it is the Retroarch menu, you need to start a game that uses Retroarch (some SNES game for example), and press Hotkey + B (usually the Hotkey is SELECT, but not necessarily)If it’s not one of those two menus, I don’t really know what menu it is, so maybe that helps you:
https://recalbox.gitbook.io/documentation/basic-manual/getting-started/during-the-game