Usually this refers to the link that takes a person with Teacher role to the administration functions in a course such as Editing the course settings (Edit settings), adding or removing users and backup or restore.

This is a special block.  You add one to the course using Add block > Course menu, then you move it using the move icon to the top left.

To find these, click Course administration > Course settings.

Here you can change the Course full name and short name, the course summary.  You can set the Course format, layout, access, number of topics/weeks (actually the number of sections), file upload size etc.