Welcome aboard! As far as I know, all incoming messages, whether e-mail or SMS, will be dumped into that main message list. You can filter the list by clicking the trackwheel, selecting "view folder," and then the selected folder, but I think that's about as far as you can go to separate SMS from e-mail. As far as moving icons between the applications menu and the home screen, I think you're similarly out of luck.
If you want quick access to an app that you commonly use, you can keep the app handy by using alt+esc to switch between that app and any others you may be using. Another option is to get a program like PocketDay that lets you designate hot keys to selected apps. Finally, if you're primarily interested in moving one of the built-in apps to the home screen, you might consider experimenting with different themes; certain themes are organized differently than others, and may be more useful for you. Good luck!
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