You need to setup primary menu from admin dashboard for showing menu in your website.

Please following below steps for creating menus.

Go to Dashboard > Appearance > menus

Add Menu items

1. Go to Menu structure.
2. Enter Menu name and click create Menu button.
3. Go to left side Add menu item column block.
4. Click Pages option and click View all option.
5. Check this Pages box like home,blog etc.
6. Then click to add to Menu button.
7. After add menu go to Menu settings.
8. Check this Primary menu box and click to save Menu button.