To set up your menus, go to WP Dashboard: Appearance > Menus.
Once you’re on the Menus editing screen, create a new menu (1) and press Save button. Add your pages or custom links to the menu you just created in the Menu Structure area (2).
After the menu is created, don’t forget to assign this menu to the theme location called Primary. (scroll down on the menu editing screen)
Press Save Menu button