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:
- Create your own custom emoji 🔥 - "Shake for Feedback" on mobile 📱 - An endless supply of GIFs via GIPHY 🤩 Is there anything quite as nice as a pleasant surprise? Comment below with what...
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