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 description. 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.

Add a menu item from a page

On the edit view of the page, scroll down to the bottom and click on the tab labeled "Menu settings". Checkmark the option "provide menu link".

Make sure it's in the correct menu - on the public site this is the <main menu>.  Change the parent item if you want it to be underneath on of the main headings.

Save the page.