Click on Manage content in the top-left corner. All sites have a "Home" link first - please do not delete this.
To add new links, see the instructions at How do I manage my content? You can make links be "children" of other links by dragging the crossed-arrow icon to the right, so that the title is indented:
Child items will appear as drop-down options in the navigation bar that appears at the top of each page:
Also, when viewing a page, the heirarchy shown at the left-hand side of the page will expand to show the user's current position:
