How do I do a right click on a 'magic mouse'?
There is no Control Panel like in Windows or the old Classic Mac OS systems of years ago. Instead, what macOS has are System Preferences. You can access this from the Apple Menu and selecting the System Preferences… option.

Once you do you’ll see a list of Preferences Panes you can access by using a single mouse click. There are two you can utilise to address your issue, because both the Magic Mouse and Magic Trackpad can be set up to do what you’re calling a right-click. 

Below are screenshots of both the Mouse and Trackpad preference panes:





Note that when you look at both these preference panes you will see options for a Secondary click.  This is the setting that will enable the right-click you’re looking for.

I suggest while you’re in System Preferences you also have a play with what else is available.

Finally, you may find the Mac tips for Windows switchers site of great interest to you.