In Windows 11, this runs from Explorer. You can't just click on a file or open the program. Go to Explorer and find the FOLDER with the files you want to convert, then right-click it. Now... this will NOT SHOW the option you want. Then, you choose "Show more options" at the bottom of the right-click window.
This will open another menu. Find "MP3+G Toolz.NET 4" or whatever version you installed. This will open the program. Now, you can choose what to do with the files from the options. MP3+G Toolz will then perform the operations on all files in that folder.
Took me some tries to figure this out several years ago, but it still works as of this entry. Just converted 300,000+ mp3 & cdg files to zip format with this program. Took me a couple of days to complete, but worked on all files.