Right clicking the highlighted file will show the context-menu for that file only if you right click on its name. If you right click in the highlighted space to the right of the name it will show a context-menu for the containing folder instead.
Meanwhile, left clicking anywhere in the highlighted row will select the file.
This is unintuitive. Right-clicking the highlighted row should show the context-menu for that file, not something else.
Following is output from the Windows 8 Steps Recorder as an example:
Step 1: (19/01/2014 11:53:12 p.m.) User left click on "Downloads (tree item)" in "Downloads"

Step 2: (19/01/2014 11:53:14 p.m.) User right click on "Name (edit)" in "Downloads"
Step 3: (19/01/2014 11:53:16 p.m.) User left click on "Properties (menu item)"
Step 4: (19/01/2014 11:54:41 p.m.) User Comment: "Context-menu in Step 3 is for the Downloads folder, not the Microsoft folder highlighted in Step 2."
Meanwhile:
Step 1: (19/01/2014 11:55:04 p.m.) User left click on "Name (edit)" in "Downloads"
Step 2: (19/01/2014 11:55:40 p.m.) User Comment: "Left-click selects the file or folder highlighted, as expected."
This also happens in the Open and Save dialog boxes on Windows 8.1.