You refer Odoo Document and also Default Openerp apps module. In default website module menu are created in data folder new xml file.
Example,
Create a new template file odoo/addons/theme_dummy/views/pages.xml
<?xml version="1.0" encoding="utf-8"?>
<openerp>
<data>
<template id="website.hello" name="Homepage" page="True">
<t t-call="website.layout">
<div id="wrap" class="oe_structure oe_empty">
<section>
<div class="container">
<div class="row">
<h1>This is Your Content</h1>
<p>Isn't amazing to edit everything inline?</p>
<hr/>
</div>
</div>
</section>
</div>
</t>
</template>
</data>
</openerp>
Create a new menu file odoo/addons/theme_dummy/data/test_dummy_data.xml
<?xml version="1.0" encoding="utf-8"?>
<openerp>
<data noupdate="1">
<record id="hello_menu" model="website.menu">
<field name="name">Hello</field>
<field name="url">/page/hello</field>
<field name="parent_id" ref="website.main_menu"/>
<field name="sequence" type="int">20</field>
</record>
</data>
</openerp>
In __openerp__.py file
{
'name': 'Dummy Theme',
'description': 'Dummy Theme',
'category': 'Website',
'version': '1.0',
'author': 'OpenERP SA',
'depends': ['website'],
'data': ['data/test_dummy_data.xml',
'views/pages.xml',
],
'application': True,
}
Check out this tutorial, which cover a to z in odoo: https://www.youtube.com/watch?v=BDepk0LhVuI&list=PLqRRLx0cl0hoJhjFWkFYowveq2Zn55dhM