The application menus are aggregated from several places. You can configure menus in three places:
Horde Setup, where you can configure Help, Options, Problems, and Logout/Login menu items: you need to login as an administrator and then go to {{Administration -> Setup -> Horde -> Menu Settings}}
Application Setup, where you can configure links to all installed applications and application-specific items: {{Adminstration -> Setup -> Application -> Menu Settings}}
Arbitrary items: can be configured in {{config/menu.php}}. Copy {{menu.php.dist}} to {{menu.php}}, read the comments in the file header, and create your own menu entries