It is rather important to set your theme menu(s) in the WordPress Dashboard. To do this, locate the Menu options by selecting the “Appearance” tab from the dashboard sidebar and then “Menus”.
Once you’re viewing the Menus, create a new menu and save it. After you’ve saved the menu, you can add it to a menu via the Menu Settings, below the Menu Structure area. Add your pages and links to the menu you just created in the Menu Structure area.