Appearance → Menus
The Appearance Menus Screen enables a user to create custom navigation menu in place of a theme’s default menu. Support for this feature must be registered in the theme’s functions.php file. The WordPress Menu User Guide describes the details of adding, deleting, and maintaining menus.
Login to Admin Dashboard>Appearance>Menus>Screen Options (upper right)>Make sure ‘Categories’ is checked>Add a Menu>Name it>Drag categories one at a time to it>arrange as desired>save>>>Theme Locations>Chose theme provide location>>>View site>>>Continue as desired editing your custom menu by adding pages, posts, tags, external links>You can even create styles and apply them.
Please take time to read the documentation provided at the link above and the links it’s contains.