To add a page to a menu, visit 'Appearance > Menus'.

Choose the menu you wish to edit. We are going to edit the Primary menu' in this example, but the steps are the same for editing other menus'.

To add a new page, locate the name of the page you wish to add under pages on the left hand side. You can search through the most recent, choose to view all, or search for the page name. 

Tick the box next to the page(s) you wish to add. Now click 'add to menu'. The pages will appear in the Menu structure on the right hand side.

You can Click on an item and drag it up or down to reposition it. You can indent an item to make it a child of another item.

Make sure to click 'Save menu' when you're finished to save your changes.

Note that there may be other types of items on the left hand side, such as posts, categories, and custom links that you can also add to the menu.