“If one isn’t filled out, wp_nav_menu falls back to wp_page_menu…”
Means, if you do not create a nav menu from the Menus section in the back end, then as a fall back, wp_page_menu will be used (Check the fallback parameter for wp_nav_menu, it is set to wp_page_menu by default). It completely depends on how you implement it in your theme. You can use wp_list_pages instead of wp_page_menu as your fallback. The CSS you apply will be applied relative to the container class menu-header. You can use whatever class you want to wrap the menu.