5
Basic module installation:
1. Upload module files into the module directory
2. From the administration area, go to System Admin/Modules
3. Scroll down to the bottom of the page. All Modules currently in the Module directory but not installed are in a seperate table at the bottom.
4. Click on the little disk w/drive icon to install the module
After a succesful installation you'll want to update permissions in the group area of the System Admin, and edit associated blocks for content, position and permissions in the blocks area of the System Admin.
Some modules require more work, but usually come with a readme file or some other file with specific directions.
As for the links on the left to various pages, its a much more involved process. The built in XOOPS main menu only links to modules, not individual non-xoops content.
Fortunately for me, the answer to this problem has been covered all over this website so all I'm going to do is suggest you look at the FAQ and do some searching for things like "custom menu" "html wrapper" etc.
Actually that first part of my answer is also thoroughly covered elsewhere too, but I could write that off the top of my head. :)