By default, the Hooks section does not contain any modules.
Hook modules perform an action on your site, or add functionality. The comments module is a utility module, as it attaches onto other modules to provide comments functionality. On its own, the comments module does nothing, therefore you cannot link to it from the main menu. Other examples of hook modules are the bb_code module, and the autolinks module.
This allows modules to interface with one another and co-operate to produce output. The News module, for example, co-operates with the Comments module by providing the ability for it to hook into the News display, providing its Comment functionality.