In games the settings menu can usually be opened by pressing ESC, which is located at the top left of your keyboard. The menu that opens usually contains a button called "settings". It is also possible that this button is symbolized by a gear icon. If you already are in a menu, the main menu for example, the settings button could be already on the screen.

If you are playing on a console, the controller has a button similar to ESC. The exact button varies depending on the controller, but it should be easy to find.
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