Using page as a link

First and foremost, I’m an ultra beginner. I have no idea how to add multiple menus, but from a theme that my friend provided me with I was able to dig up some things(after a couple of hours of reading). In header.php he has page links, which suits me perfectly, something like this wp_list_pages('sort_column=menu_order');. I understand what it does. My question is: How would I set the first page item to be a link to my ‘home’ (localhost\wordpress)? Can I still use wp_list_pages();, or do I have to have menus ? If I have to have menus, and my current theme doesn’t support it, where would I start ? And third : Can I make a single list with menus and pages ?

Thanks in advance,

Mercurialol