Hidden Menu & functionalities

Hello Guys,

My name's Andrei, I would like to know how to create a hidden menu that can be visible only for the different categories of registered users, a bit like pages for registered users.
By the way I've activated the Sandbox plugin(what does serve for?), but when I click it the page is empty.

Furthermore would be nice to have in the settings area an easy setup so that the users page can be viewed by:all, only by registered users and only by the logged in user(logged in user can have two view mode:all users list page or only his user page).
Sitemap should not index users page when this can be viewed only by registered users.

Best Regards!
                    Andrei