To create a menu go to Appearance > Menus. First you need to set a title for your menu then save it.
On the left you see the list of your pages, posts, etc. Check the items you want then click on the Add to Menu button. You can simply rearrange the order and make submenus by drag the items. If you want to change the name of your item just click on the arrow at the end of the line and change the Navigation Label. Here you can also delete your item by click on the Remove. At the bottom in the Menu Settings section you can set where you want to display your menu. Finally click on the Save Menu button.
