darkion, if you mean the link for adding news, it's probably in content on the main page. You can edit this by clicking on this image , while logged in and on the main page.
or go to Control panel -> Page editor -> Page management, and edit the content of the page.
As for other modules, it's in main page of that module, added as a line of code similar to the following.
<?if($ADD_ENTRY_LINK$)?><div style="text-align:right;padding-bottom:4px;">[ <a href="$ADD_ENTRY_LINK$"><!--<s5186>-->Add new entry<!--</s>--></a> ]</div><?endif?>