Click the exe? (you normally need to own the game first lol).
I'm going to assume you either have the Original PC game from 2008, your using a keyboard...or your have never played many Criterion games heh.
Original or Remastered on KB - Esc, then F1/F2 to switch menus, look for settings, scroll down. last option
Here are the KB controls, courtesy of a guide since I won't ever play that way
PC Original Menu Controls
(Num Pad) 8: Easy Drive Up
(Num Pad) 2: Easy Drive Down
(Num Pad) 4: Easy Drive Left
(Num Pad) 6: Easy Drive Right
Esc: Open/Close Menu
Enter/Return: Select
Backspace: Cancel
M: Map
F1: Previous Screen (menu left)
F2: Next Screen (menu right)
1: Option 1
2: Option 2
In-Game
Left Arrow: Steer Left
Right Arrow: Steer Right
A: Accelerate
Z: Brake/Reverse
Left Shift: Boost (or Ground Break during Showtime)
Left Ctrl: E-Brake or Handbrake
S: Showtime
Up Arrow: Lean Forward
Down Arrow: Lean Back
P: Siren
C: Change View
Right Ctrl: Look Back
Delete: Camera Left
Page Down: Camera Right
Home: Camera Up
End: Camera Down
(Num Pad) 0: Next Track
PC Remaster Menu Controls
(Num Pad) 8: Easy Drive Up
(Num Pad) 2: Easy Drive Down
(Num Pad) 4: Easy Drive Left
(Num Pad) 6: Easy Drive Right
Esc: Open/Close Menu
Enter/Return: Select
Backspace: Cancel
M: Map
F1: Previous Screen (menu left)
F2: Next Screen (menu right)
1: Option 1
2: Option 2
In-Game
W: Accelerate
S: Brake/Reverse
A: Steer Left
D: Steer Right
Right Shift: Boost (or Ground Break during Showtime)
Space: E-Brake or Handbrake
G: Showtime
Up Arrow: Lean Forward
Down Arrow: Lean Back
H: Siren
C: Change View
Left Ctrl: Look Back
Del: Camera Left
Page Down [PGD]: Camera Right
Home [HME]: Camera Up
End: Camera Down
(Num Pad) 0: Next Track
B: Push To Talk
If its not in those menus, its in the Easy Drive Menu (for either version--NFS annoyance), hope that helps.