I guess you are developing an Module / Plugin Just create a file named "settings.php" in you Module-Folder, there you can create new menuentries like in this example
<?php
/**
* Suhosin-Administration - Settings
*
* Creates Menu-Entries
* @author: Lars-Olof Krause
*/
/** */
//Add new Menu-Category
$ADMIN->add('root', new admin_category('suhosin', 'Suhosin'));
//Add Menu-Entries to Category
$ADMIN->add("suhosin", new admin_externalpage('suhosinadmin', "Administration", "$CFG->wwwroot/local/suhosinadmin/index.php"));
$ADMIN->add("suhosin", new admin_externalpage('suhosinfilter', "Filter", "$CFG->wwwroot/local/suhosinadmin/filter.php"));
$ADMIN->add("suhosin", new admin_externalpage('suhosincrypt', "Encryption", "$CFG->wwwroot/local/suhosinadmin/crypt.php"));
$ADMIN->add("suhosin", new admin_externalpage('suhosinlog', "Logs", "$CFG->wwwroot/local/suhosinadmin/logs.php"));