1) Server admin is a java applet so you should be able to run it from windows. I haven't tried running the admin from a different computer than the server myself, I just use remote desktop access to manage the server as I often need to do things I can't do just with the admin application.
2) You do not use server to set up accounts and passwords. Assuming that you have account names and passwords, connect to the database with a full access password and use Manage | Security to add/change/remove accounts, passwords and privilege sets. You can look up manage security in help to learn more.
3) This isn't a menu. It's either a field or a portal--most likely a portal. If it's a portal, you'll need to find the table from which it displays records and add some more records to it. I'd also check portal setup (double click it in layout mode) to see if it uses a portal filter expression to make sure that the filter does not exclude the newly added records and I'd also double click the field while in layout mode to see what script or other action is performed when a field in this portal is clicked--since just adding a new record might not be the only change you need to make here.