This is a menu item defined the joomla admin 'menus' section. Here you define one or more joomla-menus for the component.
The module used with the datafeeds component is called mod_datamenu. This module is added and changed using the 'extensions -> module-manager' part of the admin. Typical position of a module is in the sitebar of the site. One of the functions of the module is te generate a navigaton structure/filter to browse through the items in the datafeeds joomla-menu
This is the installation directory of your joomla website. The same directory where the configuration.php file is located. The component is installed on three locations