By default, the menus will fallback to Pages. That means just after activation of theme you will see all the pages as menus. If you want selective menus with combination of links, pages, categories then custom menu is what you should be looking for.
Set up Custom Menu
- Go to Appearance > Menus in the WordPress menu
- Click on Create a new menu link
- Give a name to your menu in Menu Name and click Create Menu button
- Now choose the pages, categories, custom links from the rightside of your screen by selecting the checkbox and click on Add Menu
- Click Save Menu after adding required pages, categories in the menu