Go to the "Menus -> Menu Manager" page. Press the "New" button in the top right corner;
In the "Menu Details" section, in the "Title" and in the "Menu type" fields type the title of your new menu;
Press the "Save & Close" button in the top right corner of the page.
Go to the Menus and click on just created menu item title. Now we have to create a few menu items
so it will look likes on the image below.