that made me look it up and realize linux has a shortcut to access the settings screen right away, however, it's done by doing a button combination, which funnily, is something that cannot be done by a person that requires stick keys assistance. The sticky keys shortcut in windows is designed this way because you cannot make the shortcut requires simultaneous key presses.
It depends. I'm using gnome, and from it can be activated either on the login screen or later from the settings menu. In both cases you just have to use the mouse or keys to navigate to it.