Step 1: Navigate to Appearance–> Menu section of your admin sidebar.
Step 2: Click the Create A New Menu link to make a new menu. Enter the name then click the Create Menu
Step 3: To add menu item, select one of your created pages on the left hand side and click the Add To Menu button. You can also add different posts from the left side.
Step 4: To add a custom menu item, enter a custom name and link into the Links box.
Step 5: Manage your menus by using the drag and drop functionality. To create a dropdown menu in Menu Structure, simply drag a menu item on the left side to the area on the right side.
Step 6: After setting up your menu, scroll down to the bottom of the page to assign the menu on the Theme Location box.
Step 7: Once It’s all done, make sure you click  Save Menu.

Now returning to the site, you will see the menu shown on the header like this:

Yet when you see the header on our demo site:

You can wonder yourself “why is the header of my site different from that of your site?”.To achieve such design, refer to this link