You have a couple of options, depending on your specific needs.
Option 1: Create a new post type
If you need to create a new post type for “Issues”, the menu can be created automagically as part of the custom post type registration process. You can use a plugin like Types or you can register your own by hand (You can use my Example Post Types & Taxonomies plugin or an online tool like GenerateWP.com to make things easier).
Option 2: Create a custom page
If you need to create a new page without being attached to a custom post type, I also have an example plugin that demonstrates this exact thing. You can copy the code verbatim and reuse it.
Download Example Admin Menus Plugin or just view the code on GitHub.
You can also read up on add_menu_page() on the WordPress Codex. In this case, you will need to provide a callback that builds the page from scratch.