Usually the articles in a drupal installation are published on the front page, but what I would like to do is to create a menu link to show all articles (instead of the front page)?
You need Views.
With Views you can make highly customizable lists of content. I suggest you use Drupal 7 and Views 3, because its easier to make a View in it than in the version 2. If you are using Drupal 6 try Simpleviews, which will let you create Views very easily too.
I make this suggestions because as a newcomer the full Views interface can be a bit daunting. Have a play around and good luck!