Adding Menu.
To add new menu to your website structure, use "Add new menu" form. Choose some name, example "Documents" and confirm clicking "Add new menu" button. Menu will be created.

If you have added new menu, you should define it in your template using menu tags. Read more
(This feature is for advanced users)

Modify existing menu .
If you want to modify menu name, use "Change menu name" form. Select menu from list, fill new name in "New name" area and confirm clickink "Apply".

You can also remove menu, then select menu from list and check "Delete menu" box. Then confirm clicking "Apply" button.