"At the start of the level, a line comes up under you score telling you what the mission goal is, its usually something like "You must kill 80% of the hostiles". You can hit F5 at any time to display the mission goal. Once you have met the goal for the level, you can either keep playing or you may hit F1 at any time to go to the next level. This gives you the option of killing absolutely everyone on the level and looking for hidden areas etc., or going on to the next level once you have met the goal.
The Demo version only contains one level. So, when you press F1, it will take you back to the main menu.
Are you hitting F1?