How to add an actionmenu link?

You can simply add a class to the menu link e.g.:

<?php 
global $mod_strings, $app_strings;
if (ACLController::checkAccess('Accounts', 'edit', true)) {
    $module_menu[] = array(
        '"index.php?module=Accounts&action=EditView&return_module=Accounts&return_action=DetailView" class="side-bar-Create"',
        $mod_strings['LNK_NEW_ACCOUNT'],
        "CreateAccounts",
        'Accounts'
    );
}
?>