Now i have to press ESC to go the main menu, but here is where the problem starts. I keep pressing ESC but it doesn't work.
ESC doesn't do anything in this situation.
ESC is only to get to the menu when you're already in the game.
On the bottom of the driver/map selection menu there should be buttons for starting the game, for the options and for exiting the game.
If you don't see them, they might be outside of your screen and you might have a problem with the resolution of the screen which doesn't fit to the resolution of the game.