From this dropdown, you can select from any of your created menus to edit

Alternatively, you can "create a new menu"

Select a menu to edit: 
Footer Menu
Header Menu (Header Menu)
  or create a new menu. Do not forget to save your changes!
Click the Save Menu button to save your changes.

To add pages to your menu, use the tick boxes on the left-hand of the list (you can select multiple)

Alternatively, you can also add:

- **Posts -** link directly to one of your news posts
- **Site alerts -** link directly to a popup or site message
- **Custom Links -** link directly to an external website or system
- **Categories -** link directly to a news post category

Pages
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Most Recent View All Search
 Newsletter Signup Form
 Zurg Child
 Zurg
 Get out my pub!
 A Grandchild Page
 A Child Page 2
 J Child Page
 X Child Page
 C Child Page
 W Child Page
 Z Child Page
 B Child Page 2
 G Child Page
 B Grandchild Page
 Layout blocks alt

 Select all

Posts
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Site Alerts
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Custom Links
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Categories
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Once you have selected your options, click "Add to Menu"

You can drag-and-drop your newly added page to site where required on the menu, and to add it as a child option (underneath an existing menu item), drag and pull across so it indents as shown

How to Build Navigation Menus