When the yellow text is displayed in the top-left, you press Select (Backspace on the keyboard when not in Direct input mode) to enter the full settings menu. This menu will display in the top-left corner of the window (what you're seeing in the bottom right is the OSK combined with a few buttons(Set(tings menu; for runtime settings adjustment. Pressing Select(Backspace) when in a non-Direct Input mode does the same), Sti(cky keys; Makes left Ctrl/Alt/Shift sticky in the OSK), Cap(ture; For screen captures of the next rendered frame). The bottom right 3x2 characters(displaying N(um lock LED), C(aps lock LED), S(croll Lock LED), and the input mode(M/K(both for PSP input style), D(irect input) or G(aming mode)) are a hidden button which display/hide the OSK when clicked on. These simulate keypresses from the keyboard in the current input mode (the same effect as pressing the keys on the keyboard). They're basically the same as the Windows OSK, but with a full keyboard layout(en/us keyboard).

Select is mapped to Backspace on the PC. When you press Select while the yellow text is visible, you'll enter the pre-boot settings menu. You can also click the yellow text itself(it's a button). After the yellow text disappears, emulation is started and various settings in the settings menu will become read-only due to changing those settings can't be done on a running system(e.g. hard disks, emulated hardware being enabled or not, ROM settings).

If you're getting a log of U-roms not being found(U13 and U15 on Compaq Deskpro 386 (with PS/2) architecture), that means that the emulator can't find the ROMS in the filenames it's searching for. It supports the following ROMs in Compaq Deskpro 386 (with PS/2 too, although adding support for the PS/2 ROM on top of the lower ranked ones; below applying to the default BIOS ROM (loading) mode):
1. Highest priority: BIOSROM.BIN(full 16/32-bit ROM to load always).
- Compaq ROMS(for 80386 and up):
2. BIOSROM.PS2.BIN(PS/2 extension only).
3. BIOSROM.32.BIN
4. Lowest priority: BIOSROM.U13.BIN and BIOSROM.U15.BIN (Compaq Deskpro 386 ROMs themselves)

If you're getting the messages "Failed loading BIOS ROM u13, reverting to AT ROMs!" or "Failed loading BIOS ROM u15, reverting to AT ROMs!", that means that it cannot find the U13/U15 ROMs for the Compaq Deskpro 386 archirecture and is reverting to the AT ROMs for compatibility (BIOSROM.PS2.BIN, BIOSROM.AT.BIN, U27/U47 ROMs).

Have you named the ROMs correctly in the ROM folder? The .BIN part of the filenames above is the exact extension. All filenames are in uppercase, which on non-Windows systems means case-issues, but since you're using Windows that shouldn't be the issue. What are the full filenames(including extensions) of the files in your ROM subdirectory?