Esc key. I believe Settings is under the Home tab, lower left.
But you can also change difficulty settings ahead of races. The option is on the bottom right-hand side under the big Start Race button. You can also tune your car ahead of races.
M for map. Page down for filtering. Very useful. Esc to exit.
The menus can be frustrating till you get to know where things are. There are inside and outside menus, too. Inside is the autoshow, your cars, and the auction house. Your cars is also where you unlock perks, upgrade and tune cars, and paint/decorate them. Outside is stuff like Lego Valley, Fortune Island, and various other options, including Cars, where you can have a car delivered to you, or Horizon Promo (photograph cars; win prizes), the Eliminator, and Super 7.
For the FD cars and other car packs, you need to go to the autoshow, which is accessible from your base in the Festival site or your player homes, and download the cars from there. I had the same issue when I started playing the game. I expected to find the cars in my garage and was left scratching my head as to where the new cars were. On the other hand, gifted cars are downloaded via messages.
I’d recommend getting into Forzathon Live early on, and going through the Festival playlist (which as you will’ve seen is the first thing that comes up when you start the game) – at least the bits that interest you. It’s easy to get 50% for the season, although new players might struggle to complete some challenges without the right sort of car (try the auction house).
Do the weekly and daily challenges to rack up additional Forzathon points to buy various cars and other items from the Forzathon shop. It took me awhile to get a proper hang of the game, which meant that I missed out on a bunch of cars that have only become recently available again through the backstage pass.
Also have a nose in the auction house. There are quite a few useful cars to be had without paying autoshow prices (e.g. the Mosler and Koenigsegg Agera RS). You can also get various cars from the stories and businesses, and from progressing through the ranks of different race series (i.e., free stuff).
There’s a lot to do. Have fun.
I hope that’s useful.