Create your site menu
You can control which links are shown in the horizontal navigation at the top of your site.
- Go to Appearance > Menus.
- Enter a name for the menu and click the Create Menu button.
- You can now add menu items by adding custom links or including pages or categories. Once you’re finished, click Save Menu.
- The final step is to assign the menu you just created to the correct theme location. Under Menu Settings, tick Primary Menu.
The WordPress Codex has more information about creating and managing menus: http://codex.wordpress.org/Appearance_Menus_Screen