The options that you see when you right click should be based more on the file or folder and the type that it is. I think you will have these same options available even if you don't have the permissions for them, they just would not function if the permissions were not correct. I'm not sure that you would ever encounter that issue though as the permissions should already be in place if you can interact with the file manager.
The HTML Editor files will always be created in the root of your DW site, there is no way to control this. One way that I have gotten around limitations like this is to have a separate site defined for the admin area, specifying the admin folder as the root of that site. This way you can add in the html editor directly to the admin area of your site.
The ability to restrict access to the editor files based on a Security Assist rule is possible from within the HTML Editor interface.
You will first want to ensure that your Security Assist pages are in place and working and that you have a properly crafted Security Assist access rule. You would then edit the HTML Editor instance that is on the page and in the Global File Upload Settings area click on customize.
In here at the bottom of this interface is the options for restricting access to the editor files based on your Security Assist rules, just select your rule that will restrict access to only you.
