To get the window where you can right-click and create scripts in editor, you have to open the Untiy Project Explorer window - by default it’s SHIFT+ALT+E.
The create monobehaviours menu is not an intellisense thing. You get it from using the quick monobehaviour function. You get the menu by pressing CTRL+SHIFT+Q by default.
You can get the details on that here. The name of the shortcuts are all listed too, in case you want to rebind them.