Hi Tian,
It's probably not a Blender Version thing.
What are your Keymap Settings; are you using the Blender Keymap, or the Industry Compatible, (or the Blender 2.79). Are yoiu Selecting with Left or Right MNouse Button?
Do you get nothing at all, when using W (RightClickSelect) or Right Clicking (LeftClickSelect), or something else than you expect?
Any other information that might be helpful?
It can be as simple as that you need to have an armature selected in order for that menu to appear, because it it context dependent. If you have a light selected that menu will turn into the light context menu, if you have a mesh it'll be the mesh context menu and if you have the armature selected that menu will turn into the armature context menu and so on.