Do yo have the extra Cyberpunk mod installed? If so, you have to uninstall for playing on your monitor. The mod is independent from vorpX and hooks into the game regardless whether vorpX is enabled or not.
If you don’t have the mod installed, you can exit vorpX from its tray icon’s right click menu.
As far as the menu is concerned, make sure the game is running in the foreground, otherwise no hotkeys are registerd.
Yes, it displays a tray icon in the taskbar. When you right click it, you can either pause or exit vorpX.
If you can’t see the tray icon, click the little arrow left of the clock. Per default Windows hides tray icon in a little extra menu. You can move tray icons you want to be visible permanently via drag and drop to the taskbar and vice versa.