First, I can't open the manual so I don't know if I am really having a problem but when the game is done loading and the guy is sitting in the chair and a spider comes over to him, nothing happens after that. I can't click on anything and no buttons seem to do anything. What am I supposed to be able to do in the first scene?

If things are working properly, the mouse pointer should change from its usual arrow shape to something else (usually a cross-hair) over a couple of objects: the spider, the bookcase, the writing bureau, etc. If the object labels setting is active, you will also get a text near the pointer when this happens. You should be able to left- or right click on these objects.
Other than that, there is a menu available by moving the cursor to the top of the screen (but you probably knew that from reading the manual already), and if you wait too long (several minutes), the spider will kill you.
If none of this works, I have no idea why.

Does this happen even when starting a new game?

If the game works fine and you just need a little help:
[SPOILER]
Check out the bookcase on your right. :-)
[/SPOILER]

Can't do any of that stuff, the game does not seem to work.

This happened to me as well. I quit the game and restarted it, and I was able to play after that, and every time since. It looks like this only happened the first time I had started it after the install.

Do a reinstall and download the game again (do not use the old setup file). See if this makes it work.