Hi,
no the main setup does not have the menu and also does not have a link to your site, this is because the page is loaded the very first time before it acutally nows where to get the menu, where to find the index, etc. You specify the paths in that actual file, so it needs to be loaded without that information that is not available yet. And also I dont want people to go to homepage from the main setup unless they saved the config for the first time, which they might do if they saw the link...