found some clues from this forum:
Do you have any saves created? If not, use the second option to set a name for the first save space, then use the first option and the game should prompt you accordingly. Third option deletes saves in case that might be related to the issue.
Edit: I've found that TAB is the inventory and I can equip weapons to Player 1
Edit2: [M]aps are here: http://kysj25.sakura.ne.jp/usasan/misc/euphory/map/