In the grid, selec the two photos and press C (for compare) or N (for Survey mode)
Or, if like me you are a mouse person, then just select your two images and click on the XY icon in the toolbar below the image (T shows or hides the toolbar, and the thing at the righthand side allows you to put various things on the toolbar).
Or another way is to select the images, right-click on them, and choose 'open in compare' or 'open in survey'.
The help says I should go to Window > Arrange. 'Arrange' does not appear as an item under the 'Window' menu.
Make sure you're reading the Lightroom Help docs.
Window > Arrange is in Photoshop - not Lightroom.
Lightroom is officially named "Adobe Photoshop Lightroom". Can be confusing at times.