You can navigate to the setup menu from the top right of the screen, however, the location of the setup link will change based on the user interface and other settings.  Examples:

• Lightning Experience
• Classic with “Enable Improved Setup User Interface” enabled
• Classic with “Enable Improved Setup User Interface” disabled

Once you’re in the setup menu, by far the most efficient way to navigate is to use the setup search bar in the top left.  As you type, you will see only relevant menu options.

Navigation within the setup menu changes based the User Interface (e.g. see Lightning and Classic compared) as well as your configuration.  Be aware that your results will vary accordingly.

If you have enabled Advanced Setup Search, then you can also hit enter to search metadata within Salesforce.

While administrators will spend most of their time in the setup menu, there is a separate configuration menu dedicated to personal user settings.  This menu gives users the ability to update their information, download desktop applications (e.g. Salesforce for Outlook), and update other settings.

This menu is in slightly different locations based on the user interface you are using as well as other settings:

• The Personal Settings menu in Lightning Experience is in a separate area that the setup menu
• The Personal Settings menu in Classic with “Enable Improved Setup User Interface” enabled is in a separate area than the setup menu
• The Personal Settings menu in Classic with “Enable Improved Setup User Interface” disabled is within the setup menu