The entities folder doesn't need all the Amnesia stuff in it. Only things that you modify, or are using in your Custom Story which are not normally in Amnesia.
The main menu is actually a map, but you cannot script things to happen in it. The main menu map is located in the main menu folder of your Full Conversion. Open that up with the level editor, don't delete that PlayerStart area, and just design your main menu

If it helps, there is a little blue arrow inside the PlayerStart area. Wherever that is facing, is where the "camera" is for the menu.
As for the full screen, I'm not sure. I always play in full screen unless I am developing, because windowed is better there. The users can always just adjust that setting if they need to, because it will come down to whatever.
In response to that last thing, if you want, you can PM me your questions, instead of posting them here. There aren't any issues with doing that, unless you double post, which you did do, but I don't think it is too bad. You may get a "please don't double post" from a moderator, but not much else happens otherwise