It sounds like you want to add a few entries into the menu that pops-up when you right-click on the desktop in OpenBox. If that's true, then visit this site
(which details how to add things to that menu).
Also, as far as commands like 'shutdown' and 'reboot' are concerned, you can inject those commands into the menu directly. For something like a 'logout', you might have to dig a little deeper into the documentation.