Understanding how menus are working
It is important to understand how menus are working. You can take any CSS/HTML menu and convert it to dynamic using the relevant tpl files. It's quiet easy and powerful but that will be discussed on templates section. In this page you will get an idea how menus are working which is vital to understand as mentioned before.
There are a few constraints to been able to create a menu. The first is that you need to setup previously a language as each menu must associated with a language.
The second constraint is categories and or subcategories. You must have some of them to allow you to create a menu and optional a few articles on each.
There is also an extra way to add non-existing content by linking any url to the menu. That called in Guru CMS "Add link to the menu as Category"