For Virtual Pinball: When in the tree editor, click the "Add Gamelist" button when the Main Meu is selected. Then you can rename the node, select the layout/emulator/gamelist, and you're done...
For the Jukebox, I'm not sure that functionality is implemented into MaLa... as far as I've noticed, gamelists can't have menus in them, and menus can't have games listed in them...