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It is rather important to set your theme menu in the WordPress Dashboard. To do this, locate the Menu options by selecting the “Appearance” tab from the dashboard sidebar and then “Menus”.

Primary Menu:

The Primary Menu supports 4 levels of drop-downs.

For menu setup, navigate to the Appearance > Menus page. Enter a name for your menu and add links to the menu by using the options given on the left sidebar. You can manage your menus using the drag and drop functionality. After setting up your menu, select the menu you just created from the theme locations drop-down box and hit the "Save" button.