If you are used to right clicking on a Device in My Devices to get a menu of options for connecting to your device, then this functionality has been moved to the Actions column in the current version of IoTCoreDashboard.:
I understand though that the right click option will be restored. ie:
UPDATE:
We await the restoration of the Remote Client App (Currently doesn’t work). The Remote Client App is now available in The Store and seems that it is better and faster!.