You don’t need to do this step if you imported demo content.
You will setup menu for the theme in Dashboard > Appearances > Menus. To create a menu, just click add new menu choose the menu items from the left-hand side, add a theme to Menu, you can modify the label of them, change the order and make theme be parent-child by dragging the items forward to the right a bit.
Remember to check the box at the bottom to decide the location for the menu you’ve created.