Apparently only the ESC or Alt + F4 Keys, will only give you the option to quit the game back to the desktop. Is there anyway or keys to take you back to the main menu.

Try holding Start and Select buttons together for around 5 seconds.

That would be the pause/inventory button for start and menu button for select.
If this doesn't work, try the F keys (F1,F2,F3...) and combining them holding them together.

Haven't started this port yet but does F9 work? That was the key that brought you back to the main menu and from there closed the game in RE1 and 2.

Yes, F9 works. Same as the previous games.

Nope. No F9.

Only ESC works but quits to desktop.