To set your menu, click Appearance -> Menus
1. In the top of the page, select a menu you want to edit.
2. Find a page you want to add to your menu.
3. For now, I choose Shop
4. Click Add to Menu and move to the position you want.
5. Do the same for all menu items you want to have in your menu.
5. Click Save Menu
For a more detailed documentation go to this page https://codex.wordpress.org/WordPress_Menu_User_Guide