I just received a HTC One S with Sense 4 installed. I've seen on other Android devices that the pull down menu contains different settings, such as a Wifi button.
Is there a way to add these buttons to the Sense 4 pulldown menu?
I cannot check you image (corporate proxy forbids), but I take it you mean those "toggle buttons" to switch on/off things like Wifi, Bluetooth, etc. In this case, you can do so e.g. with Elixier (first picture1) or Notification Toggle (second picture2)
Some Custom ROMs also come with something similar pre-installed, as e.g. CyanogenMod does.