Follow these steps so that menu items can be shown in Header

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.

Note: Settings in Customizer> Header will help your header have a nice design

Perhaps Header is the first place visitors look at when they go to your site. The first impression is always important; therefore, if the Header can convey your message to users, that is very great! The simple message given to them can be an understandable and clear menu or an amazing and eye-catching design of the header or diversified header styles of your site also make the most choosy customers feel satisfied.

In the most essential respect, a header should contain 2 parts that are logo and menu area