Following these steps to create a menu.
Step 1 – Go to Appearance > Menus
Step 2 – Click the Create a new menu link to create new menu.
Step 3 – Select items from the left meta boxes and click Add to Menu
Step 4 – On the right, feel free to drag and drop menu items to organize them
Step 5 – When you’re done moving menu items, check a menu location at the bottom of the page
Step 6 – Click Save Menu.
By default WordPress only shows the basic menu items, but you can scroll on top page, click to “Screen Options” and check section menu you want to show. Such as Categories, Mega Builder, etc…