I know that some programs (MS Word, LibreOffice Writer, etc.) have those sorts of menus (typically labeled Insert Symbol in English), but I've never encoutered that functionality natively in a OS... huh.
On OSX, you can hold the alt key and press other keys to get things like this: ˜∆¨¥ƒ∂ß´£¢∞†©∫∆ˆ¨˙∆˚øπ˚∆˙©†®´∂烮´∑圙£´
And if you hold alt and shift, you can get these: ˜ı◊Ïδ‰ˇ˝Ó¨Á‰´„‹›‰Ï˝ÓÁ¨°ØˆØ
Also, if you press one of the alt-key combinations for a diacritical mark, it'll be highlighted in yellow, then if you type a letter the diacritical can go under, it'll put it there for you. É, for instance, is alt-e followed by shift-e.