Your site's navigation menu is managed separately from your pages, under Navigation in the admin sidebar. Each menu item has a label, a URL, and a sort order.
Dropdowns
A nav item can be nested under another one, which turns the parent into a dropdown. Useful once you have more than a handful of pages.
Linking to page sections
If your homepage has a section with an anchor id (set when you create the section in the page builder), you can link directly to it from a nav item using /#anchor-name. For example, /#contact jumps straight to your Contact section.
External links
Nav items can also point anywhere else, such as another page on your site or an external URL, and can be set to open in a new tab.
Menu style
How the menu behaves on desktop and on mobile is a theme choice rather than a navigation one. See Themes & Design Styles.