I think you don’t need to worry : as you can see everybody is fully enjoying themselves trying to solve your problem! 
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Just to synthesize the prior comments, you’ve ended up in a “Basic REPL” mode since Julia is confused about your terminal configuration. As you can see the “BASIC REPL” mode does not have help or package manager modes. Under Windows, the only way to end up in “Basic REPL” mode is to have the TERM environmental variable set.
If you could indulge us, the output of entering either get(ENV, "TERM", "") or ENV["TERM"] would be useful to help us make Julia compatible with conemu.
For Windows, Julia is expecting TERM just to be an empty string "". You might try set TERM= then press [enter] in cmd.exe before executing Julia.
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@mikitti: You mean set TERM="", right?
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Yes, thanks for catching that. I’ve edited it.
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Here’s my illustration of the problem:
I first do set TERM=dumb which forces Julia into Basic REPL mode. Neither the Pkg or Help modes work as you experienced.
If I do set TERM= and then press enter. This sets the variable to an empty string. I clear the TERM environmental variable and then Julia functions as normal, allowing me to access the pkg and help modes as normal.
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@martin82 , does the above environmental variable configuration solve your issue?