There are several options that can be used as menu links: Pages, Posts, Custom Links, Categories, Event Categories. For an example, see Knox-Lincoln Counties 4-H page. The Knox-Lincoln Counties 4-H menu in this sidebar on this page, uses only pages as menu links. To develop a menu: Go to Appearance/Menus to open the editing window
Visit Page How to create a navigation menu, using Menus, to be used in a sidebar widget