Clicking on what? Links? Files? Random parts of a website?
Generally, right clicking gives you lots of options *depending on what software and plugins you have installed* as many programs will add an option to the right click menu.
e.g. Norton Antivirus will add "Scan with Norton Antivirus".
I think that the bit of jargon for this right click menu is a "context menu" and some software will ask you if you want it to add itself to this menu when you install.