You are trying to display multiple menu items, or multiple menus?
Each theme supports a certain number of menus. Your’s may only support one menu, that is the menu position.
You create a menu to go there. From withing the menu creator interface you put all the items you want to appear on your menu. You can even nest items, to create children in your menu.
You assign that menu you have created to the position, depending how many your theme supports. Many only support one menu natively. You can only add one menu per position, but that one menu can have as many items as you like. You set up your top level items, and assign children by dragging the items below and slightly to the side of a parent item. For most themes, the children items will behave as dropdowns.
If you want to add more, you can code them in, or use a widget. WordPress comes with a custom menu widget which allows you to assign custom menus to it.