The PS2 has no system-level "home menu" like modern consoles. The interface depends on state:
From Browser (no disc or eject disc): Navigate to System Configuration → Press X. Adjust: Clock, Language, Parental Control, DVD Region, Component Video (Y Pb Pr), Screen Size (4:3/16:9).
Browser → Memory Card (8MB) → Copy/Delete/Format saves.
There is no "Dashboard" to return to while a game runs; you must Reset (hold Power 2s) or Eject.