The drill sergeant is giving you an option to be automatically transported to Menegroth. You have to go to the commander and ask something like, "I'd like a pass to town, sir!" and he'll give you a pass and tell you to hand it to the mage at the entrance of the barracks and she'll transport you to Menegroth. There's really no point to it however. Menegroth is very close, and there's little reason to go there as a newbie. However it is a good idea to take note how the key word system works. Many of the quests available in Pyrathia works on a similar system where you have to say a certain word to trigger the next bit of information from the NPC.
For example:
"Hello adventurer, would you like to do a task for me?"
You ask, "A task?"
"Oh yes! I'd like you to go to the city and buy me an item."
"Which item?"
"A cloak from a shop keep"
"Which shop keep?"
"Fred, of course! Now off you go!"
As others said, if you're playing a lightie you can request equipment, but the NPCs must also be lighties and not higher level than you (request help file. If you're not a lightie or the item you want is not on a lightie, you can stun the NPC and attempt to take it from them. However, some items do "rot" (disappear) on stun. But coin doesn't. At the very least you can collect coin to buy yourself any armor or weapons you need.
I've tried to play a similar character, but got frustrated pretty quickly. So good luck!
