Warning: WordPress 5.9 is the last version with this screen available. In WordPress 6.0 and later managing menus is done via navigation block.
The Menus Screen enables the user to create a custom menu (also known as a navigation bar, navigation menu, or main menu). It is a section of the site that helps visitors to navigate the site. Depending on the theme used, typically a site will have one navigation menu, while some themes may enable secondary or footer menus. It is essential to have a simplified navigation menu, so as not to confuse your visitors.
In your menu, you can add different items such as links to pages, articles, categories, or custom links to the url of your choice, such as another site, and then choose the order of the items and their hierarchy (possibility of creating submenus). In short, your menu is fully customizable.
The Appearance Menus Screen is accessible from the Dashboard via Appearance > Menus.