We would suggest you read your monitor's instruction manual to know how to access the customization menu.
The on/off power button also acts as a controller on certain monitors. On some monitors, you will find a tiny joystick at the bottom of your monitor that can be used to access the menu and eventually control the brightness and other parameters. You can control different monitors in different ways. The first method involves taking the help of button controls on your monitor itself to change the brightness. These solutions will also come in handy if you are using a multi-monitor setup. That's where the following methods will help. When you connect an external display, the regular way to control brightness are either greyed out or do not do anything for other monitors, be it second, third, or fourth monitors.