The first option on the file menu is to open the demo. It simply shows a section of map with a single clan of 4 or 5 Titans. These Titans can be powered up and given orders and...well that's it really.
It means that potential players can see the quality of the interface and get to grips with the order and spawning mechanisms within the game. A chance to fiddle while you are waiting for your first go report.
When you have finished fiddling, select the clear/restart menu option and then join the game (if you haven't already).