Creat new menu items link in menu like create new Content Type does When create a new Content Type, several new menu links will created and show in the management menu, such as node/add/article and admin/structure/types/manage/article. 

Add content
    -- Article
    -- Page


How can I implement similar functionality within my custom module? 

Sites
  -- Site Name A  (link to site/1)
  -- Site Name B  (link to site/2)


My hook_menu() implements code:

$items['site/%'] = array(
  // ...
  'page callback' =&gt; 'mymodule_site_view',
  // ...
);


I have tried to use _load() and _to_arg(), but doesn't work or maybe I just not use them correctly.

function mymodule_menu() {
    $items['site/%mymodule_site'] = array(
        // ...
        'page callback' =&gt; 'mymodule_site_view',
        // ...
    );
}

function mymodule_site_load($sid) {
    // load site object from database
    $site = ...
    return $site;
}

function mymodule_site_to_arg($site) {
    // I guess here I can use site object, but just get %
    return $site-&gt;name;
}


Can anybody give me on example?



I know I can create/delete menu links when create/delete my site object manually. I just want to know if I can user _load(), _to_arg() or others to implement it.
You do not need to use php code just to create a menu with menu links. You can do it with Drupal Core itself.

See below detailed tutorials that may help you.

How to create a menu and add links to it in Drupal 7

Advanced Drupal 7 menu settings, how to create parent child menu links

Create Drop Down Menus in Drupal 7 Using Nice Menus module

If you want to do it specifically using Custom Code then your callback function should call drupal_goto with link as an argument.