The GUI miner is just a GUI wrapper over whatever type of miner you choose (poclbm etc)
There are certain arguments you can supply in the lower right field to adjust the behavior. I personally run -f40 -v -w258 on my cards.
Any overclocking etc is done thru a separate program (like msi afterburner)
As for how to connect to the pool. That's usually described on the pools website. I believe slush's pool already has a saved address in GUIminer.
But it's
http://api2.bitcoin.cz port 8332
Than for username you would use accountname.minername with the miner password in the pw field
Both of which you create on the website