When you select any object, the property sheet display the properties available for this object. "Show property sheet" menu item should be checked in Project main menu. You can expand property sheet if you want:
By default only General properties are enabled for new created object. To enable other properties groups you have to check enable for them:
It's possible to edit Object's properties not only in Property sheet, but also in Object properties window. To call this window you have to double click by left mouse button on the object you want to edit or click by right button on the Object and choose Object properties menu item.