When I click on a menu item, the corresponding window is not visible

The window is probably appearing in a location that is not on the screen.  Perhaps you ran Combined Arms in full screen mode last time, but are running it in windowed mode now.  Alternatively you may be using a different resolution.  It is possible that the window you desire is located outside the visible desktop area.  You have three options:

1. Maximize the application, drag the window to the desired position and then resize the application to your desired size.
2. Go to Window->Make all windows visible.  This will fetch any windows displayed outside the visible desktop and bring them to the edge of the visible area.
3. Go to Window -> Cascade.  This will cascade all relevant windows and should move your desired window into the current view.