You mean the linklist plugin? You should see a menu item in your Admin panel to maintain the links. Or have a look at the plugin configuration screen, there you can toggle whether to enter a list of HTML/XML links or whether to use a menu-based input.
Best regards,
Garvin
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*grin* To add to what Garvin said, the linklist plugin does what you think it does (it maintains a list of links).
But, it is a two part plugin, with both a sidebar and an event plugin. The event plugin does not have any configuration options, though, since everything is handled by the sidebar plugin.
Check your sidebar plugins... If you install the sidebar plugin it will install both automatically. But if the sidebar plugin does not exists you may need to install it yourself.
Once you have installed the sidebar plugin you can choose from a whole list of option, but the biggest one will be whether to enter xml directly or whether to use the event plugin for link management. If you choose to use the event plugin (set "Enter XML directly" to "No") you will have a "Manage Links" item in the left hand admin menu.