I'm positive that the game is in focus. I'm not playing in a window; I wasn't even aware that it could run in one, as it tends to crash to desktop whenever the display type changes (i.e. I ALT-TAB). I can indeed control my character with the keyboard...well, ctrl works, at least. There doesn't appear to be functionality to remap keyboard bindings, so I don't really know what what buttons are supposed to do. But, yeah, CTRL, ENTER, and the arrow keys work for menu navigation and submenu changing.