you need to create new items under the items tab...if you want control of an entire room, create the item and make it a group item, them can include other items in that room when you make them as that group. once you have bindings installed, under things you will have the channels associated with each thing. you can then link that channel item to an item. you will then be able to contol them dirextly though the control tab.
sitemaps need to be made manually (text), but they are quite easy. id suggest installing the demo package and looking at the code in notepad++ (download it). make sure the extension you save it in is .sitemap. you will then be able to access it via a browser at http://(ip adress of your server openhab is running on):8080 choose basic or classic.
mqtt i havent tackled yet, but there IS A LOT of people here who can help. also, look in the tutorial section on here.