I am not able to access the menu when we add a new mesh. It disappears when I click on it. What do I do?
Adjust Last Operation panel can be used just after some operation is performed. It does not disappear if you click on it, however it will disappear when you click somewhere else.
It is possible to bring it back by going to Edit-> Adjust Last Operation or with F9, however this is only until you perform some other operation. When you do, it becomes the new last performed operation, the previous operation then becomes completely finished and you cannot change its parameters any more.
I had the same issue as mentioned. F9 as mentioned in another anwser did also not work for me. I solved it by resetting to defaults.
File → Defaults → Load Factory Settings
I guess this problem happened using unstable builds and developers changed something, which did not work well with my configuration.
Keep in mind that doing this will reset all your Blender changes to defaults.