It seems like your screenshot is taken directly from this tutorial:
Your best course of action is to download the Atlassian SDK, download the source for the plugin: https://bitbucket.org/atlassian_tutorial/jira-menu-items-plugin, try to make some changes, and then package it up and install it in your Jira instance.
If it's just a single link, then something like this would work OK:
For adding more links, there are some options here:
You should add it to the Custom HTML section of the General Settings.
Something like what is described here:
Connect with like-minded Atlassian users at free events near you!Find an event
Connect with like-minded Atlassian users at free events near you!
Unfortunately there are no Community Events near you at the moment.Host an event