Me too! Fortunately, I've a bit more experience with these tools, so I figured out a (complicated) way to make it work. Do you see this Menu?
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Notice the box at the top, with the magnifying glass? That's the search box. Put your cursor in that box and start typing. After a few letters, you will have a small list of apps in the right pane which match your search. For example, screen will match both Screensaver and Screenshot (also Welcome Screen and three other apps). By the way, you'll notice Screensaver is under Preferences (and also All Apps). As Rolly says, you also can get to Screensaver from System Settings (third item from the top on the left pane).
Out of curiosity, have you modified the system, e.g., adding other desktops? I'm more struck by the fact your descriptions don't match what I see on my system than by your difficulties navigating the Menu. Also, I remember you saying you have Mate, then posting a screenshot from Cinnamon.
ETA: Here's the Mate Menu. Also has a search box, at bottom. This time I show search results. Screensaver also available under Preferences. And it's in Control Center (rather than System Settings as with Cinnamon).
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