adding new menu items

Title - is obviously what shows up when the user logs in to their back end and goes to easy blogging
URL - it looks like anything that resides in wp-admin/X can just be the file name if it wp-admin/something/file you need to put /something/file

what if it is outside of wp-admin?
and how do you get the link i.e. affiliates how would i add that?

HELP - what is that like a tool tip that would pop up or something?
CAPABILITY - this is show link if user has the capability to do X right?

where do i get list of capability's from?