Curious – How to create a tab in wordpress backend and default permalink

I am curious,
in wordpress admin backend, at the left side , above slideshow, media or below the settings tab when u installed a theme or plugin, a new tab is shown. Where in the theme files make it appear>?

After i installed a event plugin, there a event setting page at the backend similar to page setting page. When i create a new event, the permalink is automatic set to domain.com/events/________ , how to i rename the “events” in the permalink so my url is domain.com/activity/_______?

Not sure if u understand what i meant , but i tried my best to explain