Hi,
I suppose that you're talking about the System>Plugins menu. That's a listing of plugin instances. And it's the same in the System>Shipping methods and System>Payment methods.
To have entries in these listings, you first need to click on the "new" button, then select the plugin for which you want to create an instance and then you'll see the setting page for the plugin.
This allows you to have several instances of settings for a same plugin.
It's the same principle as the Joomla modules manager.