2
All installed modules appear automatically under the main menu unless their visibility is set to zero in modules admin (or is hard-coded as "0" by design).
Many modules have sub-menus when the module is active (i.e. being looked at). You can add more by editing certain files within the module.
Alternatively, you can:
1. Hide the default Main Menu (like you can any other block) and make your own custom menu using the MultiMenu module.
or
2. Make your own menu using a "custom block" and Main Menu settings from the theme's stylesheet like
this site. "Active" sub-menus will be difficult though.
HTH