How can I create a menu button if I wish to direct clients to a specific web address?
If you add a new page in your Content > Structure menu, you can add a link instead.
Give the link a page title and insert the address you'd like your visitors to be directed to and then click on Add it.
How can I modify or delete the link?
Click on the cogwheel on your previously added linked page in your Content > Structure menu to change it. Click on the trash bin icon to delete the linked page.