If you are new to WordPress, please visit WordPress Menu User Guide
- Go to Appearance > Customize >Menus.
- From Menus, click “Create New Menu” button and you will be able to create a menu.
- Select the Menu locations.
- Click Save and publish button.
*You can also set menu from Backend
- Go to Backend>Dashboard>Appearances>Menu
- Create a menu
- Manage Location
After selecting create a New Menu
To Manage Location