How do I set up a view to filter on URL path?
To be able to filter nodes by their path you will have to use menu_link. (i havent used it though).

As far as i know there is no simple way of displaying content of the menu related tables, which is what you would have to do to include the views in the result. Some discussion and a direction of coding is here : http://groups.drupal.org/node/22731 Unfortunately the module suggested there wouls help you neither - it is again just for nodes.