- In the WordPress Dashboard, go to Appearance > Menus.
- Click the link Create a New Menu.
- Type in your menu name.
- Click the Create Menu button.
(Scroll down, more instructions after the image.)
Once you have created the menu, you need to add menu items.
- Select which item you wish to add.
- Click the Add to Menu button to add the selected item to the Menu Structure area.
- When you finish populating the menu, select the location where you wish this menu to appear. It’s best to leave the Auto Add Pages option unchecked.
- Click the Save Menu button
TIP: There’s a great plugin that simplifies the process of adding child pages, categories, locations, etc to the menu: Add Descendants As Submenu Items. The plugin page warns that it hasn’t been updated in over two years but in my testing with the latest current version of WordPress (4.0) it works fine.