Defining a Menu

You must define a menu before you can add items to it.

1. Login to the WordPress Dashboard.
2. From the ‘Appearance’ menu on the
   left-hand side of the Dashboard, select the ‘Menus’ option to bring
   up the Menu Editor.
3. Select Create a new menu at the top of the page
4. Enter a name for your new menu in the Menu Name box.
5. Click the Create Menu button.

Adding Items to a Menu

You can add different link types into your menu, these are split
between panes left of the menu you’re currently editing.

1. Locate the pane entitled Pages.
2. Within this pane, select the View All link to bring up a list of all the currently published Pages on your site.
3. Select the Pages that you want to add by clicking the checkbox next to each Page’s title.
4. Click the Add to Menu button located at the bottom of this pane to add your selection(s) to the menu that you created in the previous
   step.
5. Click the Save Menu button once you’ve added all the menu items you want.

Your custom menu has now been saved.

Source: https://codex.wordpress.org/WordPress_Menu_User_Guide