Adding menu items helps your site visitors navigate more quickly.
Navigate to the links page for the Main Menu
(this is the menu on your public site)
Go to: Settings & Admin > site settings > menus
To the right of the "Main menu", click "list links".
Add a new menu link
Click "add link" on the top left of the screen (just below the page title and tabs).
Fill in the Menu link title - this is the word or short phrase the people will click on in the menu.
Fill in the path - this is the url the menu link will go to. It can be an outside url, or the end portion of your site's url (examples: http://google.com, or /news if it's the news page of your own site)
You don't need to worry about a despription. Make sure it's enabled. If it's going to have submenu items, checkmark the option to "show as expanded".
If this menu item should appear in the main list (ie: it's not a submenu item) then the "Parent" should remain "<Main Menu>". If you want it to be a submenu of another menu link, change the parent item to the appropriate link. (pro tip: Avoid creating sub-sub menus. They do not display well)
You do not need to worry about the weight. It's easier to rearrange menu items by following these instructions.
Save the page.