Apparently I have installed it properly. 
I was following a document called FSUIPC - Quick Start Tutorial, which has some misleading instructions. 
There is no auto-installer.exe (any more?). 
And it definitely says to "Hit Alt+Enter", as opposed to just click ALT. 
And you need to have an aircraft selected and "Flying", hopefully standing on the runway. 
The first time I did it, the Beech King Air 350 was flying and descending, and I had no controls, nor did I recall the keyboard commands. 
So, I crashed along until I ended the flight and restarted it, somehow standing on the runway. 
I then clicked ALT and I got the menu bar. 
There is no Modules item to select, but Add Ons got me to the FSUIPC selection. 
So, the adventure continues... 
  
Regards, 
Russell Cox