When I select an effect, nothing pops up. Then, when I click anywhere on my screen, it makes a windows error noise.

When I record songs, I’d like to be able to have access to all of the effects, but this error prevents me from using ALL of them. After clicking on an effect, for example amplification, no new window pops up, and whenever I click anywhere on screen a windows error noise plays. The only way to get out of this is to press escape and ditch the idea, or press enter and have the effect be applied without changing the effect setting. Please help me.

Which version of Windows?
Which version of Audacity? (look in “Help > About Audacity”)
Did you make a “selection” before attempting to open an effect? (see: https://manual.audacityteam.org/man/audacity_selection.html)