If you are new to WordPress, please visit WordPress Menu User Guide
- Go to Appearance > Customize >Menus.
- From Menus, there you can see create a menu.
- After setting Menu Name, click next then Add Items according to your requirement.
- Click Save and publish button.
You can also set menu from Backend
Step 1: Go to Backend>Dashboard>Appearances>Menu
Step 2: Create a menu
Step 3: Manage Location
After selecting create a New Menu