The big box on the side of the screen is probably the attribute editor. Simply hit Ctrl+A and that should get rid of it for you. Hit Ctrl+A again to bring it back when needed.

As for the Modeling Menu set being missing. I think that you might be using an newer version of Maya than the in the tutorial.

You can find the same menu's,and tools under the Polygon Menu set if your modeling Poly's, and Sub-Ds and Nurbs Under the surfaces menu set.

Hope this helps.