If the menu is grayed out, then you are in "Quick Start mode". The Quick Start mode is just this, a fast layout, so you can use or just bypass it.
Therefore, after you press the "Continue" button you will be able to save, import, trace, print, move, as well as use all the TFP features.
If you are interested, I have an eBook, exclusive for TFP V2019 users
=> it includes a step by step tutorial explaining how to import DXF / DWG files, convert to 3D, etc.
Hope this helps.