They definitely should. I have a dedicated button for it, so will continue to use that, but many of my colleagues (at a S-ME IT service provider) didn't know this menu existed. Trust the Indian guy to know, though
Or is it a menu key that opens the right-click menu (not the same as the alt+space system menu), like this one:
http://www.laptopmag.com/images/wp/purch-api/incontent/2012/...
Back in the day before those fancy keyboards (and today still) the other keyboard shortcut is Shift+F10.