When I right click on senders address why don't I see the option to create filter from

In an open message window: Message - Create Filter from message

Confused on how to tie in new message window with the sender I wish to block.

I'd expect you want to block a sender you don't want to receive messages from. Hence you need to open a message you received from that sender.

and then what????

In an open message window from the main menu bar: Message - Create Filter from message

I thought I had mentioned that before. https://support.mozilla.org/en-US/questions/1113949#answer-855023

I must be 'dense' but when I open the message from the sender I wish to block I see and can read his message, but where do I enter 'create filter etc.'

All I have in front of me is an open message from the sender.

Press Alt-M.

Also see https://support.mozilla.org/en-US/kb/blocking-sender