See my attached screenshot for reference. For sharing apps, are you talking about that button at the top of the screen that's on the left and circled in red?
And no, the S5, like all modern Android phones, does not exactly have a dedicated menu button. Most apps, however, include them in the app itself. For example, the menu button for the Play Store is on the right in the screenshot and circled in blue. I think most apps use those three dots, or something similar, for the in-app menu. Alternatively, you can press and hold the dedicated multitasking button (the one to the left of your home button) with any app open and that will also pop up the menu.
Glad I could help you sort out these issues. And don't worry, I'm sure you'll come to love the S5 once you use it more and become more accustomed to its quirks and features. That's how it often seems to go with new tech.