If you go to the Start ribbon and click the Visual Style button. There is a little checkbox there "Main View Tabs use Caption style" which you can de-select.

It depends on the type of element - as Nizam says some elements are simply not listed in the Browser. However, there are a few items that don't get the right-click option but the keyboard shortcut still works (for example, for a diagram legend). So try selecting the element in the diagram and then clicking the Alt + G shortcut on the keyboard.