Looking for Tuts, but don't know the proper term to search

I just started creating a theme from scratch. I get the basics, and want to look into some of the more advanced stuff. Problem is, I want to look into something specific, but I don’t even know what to call it.

Know how you download some themes, and it will add an item(s) to your admin page, allowing you to edit parts of the theme itself? What would I search to do that?

I could just ask how to do that, I’m sure. But I’m more sure that others have asked that by now, and would like to start researching it myself.

Thanks in advance for any help, it is appreciated.