To update the main menu, navigate to Customizer → Menus and create a menu. Make sure to set it to the Main Menu location:
How the menu works
One thing to note about the menu is that clicking an item that has sub pages will only expand the menu to show the sub pages. So the user will not be sent to a page when clicking on a parent page. The reason for this is to create a better and more consistent user experience on both desktop and mobile.
See example below:
We are going to create a parent and child item in the menu. Clicking the parent item will expand the menu to show the child item.
First, click Add items. Since we are creating a parent item, we can add a custom link with # as the URL. You can actually add any URL (or add a page instead of a custom link), but the link will be removed on the site either way.
Now add a child item (in this case a link to the About page):
Now we have a parent item (named New parent item) and a child item (About). When clicking on New parent item, the sub menu will show the About page, which the user can navigate to.
It works the same way on mobile, except sub items will be shown in a menu that covers the full screen: