I’m not sure what is going wrong, but I don’t seem to be able to navigate the menu. I have an 8BitDo m30 controller, and a keyboard. Nothing seemed to work.
This demo is very old and has some picky input. You need to use xinput devices (Xbox controllers) if you’re using a gamepad, or use some sort of input emulation layer (steam for example can emulate xinput with any gamepad). Otherwise keyboard controls are directional pad, A S D and F.