If I'm understanding you, you can set up a new action in System -> Actions (replace yourcomponent below with a sensible name).
Create a Namespace first in System -> Namespaces with a path like this:
{core_path}components/yourcomponent/
Make your php file core/components/yourcomponent/index.php
Then in System -> Actions, in the tree at the left, right-click on the namespace and create an action. Put index for the controller name and save.
The right side is for the menu. Right-click where you want the menu item and select "Place Action Here." Put the text you want in the menu item in the top field and in the "Action" dropdown, select the action you created on the left side. If the menu item ends up in the wrong place, you can drag it to where you want it.
When a user selects that menu item, the index.php file should execute. Be aware that people may be able to execute your action file from outside, so be careful what you put in it.
If you would like the results of the PHP file to show up in the Manager or want to interact with the user in some way, you want a full CMP. MyComponent is one way to create one, though there are several other extras to help with that. Here's a more complex rundown of the options:
http://bobsguides.com/blog.html/2013/11/21/modx-cmps-an-anatomy-lesson/.
