What is the Start button meant to do?

[catmanjan]

I refer to this button

When I click it, nothing seems to happen and I see nothing in the console either?

[totaam]

The start menu shows all the applications that you can start on the server.
It mirrors the start menu on that system.

My guess is that you're running on Debian and python-xdg fails to load the menus despite our best efforts:
Xpra-org/xpra#3108
Xpra-org/xpra#2174 (comment)

So the html5 client has nothing to show.
Please add more details as per: https://github.com/Xpra-org/xpra/wiki/Reporting-Bugs