How to add menù section to my WordPress template?

1. You need to edit functions.php andding the following line

<?php register_nav_menu( 'primary', 'Primary Menu' ); ?>

1. Then go in admin section Apearence-Menus and create one menu

2. In the header replace <?php wp_list_pages('title_li=&depth=1'); ?>
   for example (the primary menu) with:

<?php wp_nav_menu( array( 'theme_location' => 'primary')); ?>

more details for nav_menu here