Autofocus theme – changing the menu & sidebar

This is a really basic question but I can’t seem to find the answer for some reason. I want to change the menu on the Autofocus theme – add in some external links etc but I’m not sure how to do it as it only seems to add new pages. I guess I could create pages and then do a 301 redirect but is there a way I can just use my custom menu I have created rather than the default one?
Also I created the menu and added it to the sidebar but it doesn’t appear in the sidebar (neither does anything else I add) – does the sidebar even work?