Re the links -
This could be done with the HTML module and some jquery or javascript.
As to where the code would go ... that depends on a number of things.
By default the HTML RAD editor clear any script code u may enter.
There are ways to change this setting however - especially if you switch to the dnnwerk rad editor provider
http://radeditor.codeplex.com/
If you go down this path you can place javascript or jquery in any HTML module - of the two jquery would be my preferred option.
What I am concerned about however is that you may not have a full understanding of how DNN works.
The SKIN you are working is actually only a FRAMEWORK for your site - NOT THE ACTUAL CONTENT.
Your skin will define the layout and style and looks for your site - its is then DNN that will actually manage the display of content.
As such - you would not actually create a HTML file for something like a LINK list - instead you would at run time - add a HTML module to the page where u want the list displayed and insert you html code into that module.
This would be unless this LINK list was to be displayed on all pages in your site as part of the skin for example - in while case you could look at other options.
Also understand that with DNN the menu is generated dynamically at runtime by the system based on information stored in the database.
So when you are creating the "MENU" again what you will actually be doing is creating a layout and template that DNN with populate with actual menu items and links etc.
You could do the FLAG buttons with some asp.net code within the skin ascx file that dnn with generate the final import.
Westa