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Thanks for asking.
Regarding
1) To activate a particular Behaviour, go to Prefs > Mapping and pick 
"Behaviours > Activate Behaviouor XY" from the popup for the 
respective button. If you have set up your Harmony 880 to only emulate 
the six buttons of an Apple Remote, however, I'd definately not 
hardwire any action to either the Menu or Menu (Hold) buttons. Six 
buttons are really the bare minimum to control a Mac. Dedicating a 
button to a single action does exactly that - with the consequence 
that it's no longer available for contextual control of applications. 
My recommendation therefore is to either teach your Harmony 880 with 
the codes of another Apple Remote and use RB's support for Multiple 
Remotes - or - launch Hulu and Boxee from Remote Buddy's menu, which 
you can customize, if you like to.
2) Remote Buddy includes both a configurable menu and built-in file 
browser. Of course you could create a Behaviour to control aspects of 
the Finder, but I think you really wouldn't want to do that as better 
alternatives are already built-in and ready to be used from a distance.
Best regards, 
Felix Schwarz