When you launch an application from SG Desktop, it puts you in the Project environment by default. This environment is managed by the config file in your pipeline configuration located at
config/env/project.yml. Because most of your work will probably not be done in this environment, it's not configured with many apps for you to work with.
You can use the Shotgun File Manager to select the Asset, Shot, or Task to work on which will load up the appropriate new environment for you which will then have more apps enabled with menu items in your Shotgun menu.