Welcome to Android Central! I believe the Menu button on the S4 is the capacitative hardware button to the left of the Home button.
Where are you trying to download contacts from? The easiest, safest, and most reliable way to manage your contacts is to save them to your Google Contacts in the cloud -- this way, they sync automatically with any device that you log into, and they're safe in the cloud if something happens to the phone. If you only have the contacts saved to the local Phone account, they're gone if the phone goes kaput.