There are two different ways to link pages and menus to one another.  One is selected through the page itself, while the other is added through the menu settings.

Option 1

The first, and easier, way is to go to the page, and select the menu.

1.  At the top of the Edit page, click on the 'Menu Settings' link directly beneath the 'Title' field.

2.  In 'Menu Link Title,' type the text that you want your page to display on the menu.

3.  Select where you would like your page to be located in the menu in the 'Parent Item' drop-down.   A 'Parent Item' is the category that your item will be nested under, and can be a menu item, or an entire menu. 

For example, if you have a top level menu item called 'About Us' and a sub-menu item called 'Store History,' the parent-child relationship would be as follows:

<Primary Links> is the parent item for About Us, and About Us is the parent item for Store History.

Option 2

The second way  is to go to the Menu, and create an item from scratch.  The first method is easier, since the Page includes a handy list of Menus, and you do not need to retrieve the path of the page.

1.  Go to the page, and look at the URL in address bar of your browser. Take the portion of the address after '.com/'.  This is called the path of the page. For example, with http://mybookstore.indiebound.com/staff-picks the "path" of that Page is staff-picks.

2. Go to Site Building > Menus and click on the menu you are modifying, click the Add item tab.

3. Paste the Path of the page, and enter the Menu Link title.

4. In the drop down menu, select the appropriate 'Parent.' If you are adding a top level item, it will be defaulted to the menu you are editing.

5.  If you are planning to have sub-pages to this item,  it is referred to as a 'Parent item.'  All Parent items need the 'Expanded' box to be ticked in order for 'Children' to display.

6. Save the menu item. You will then be pushed back to the main menu.  Here you can use the crosshairs to adjust the weight of different items.

Displaying your menu
Once you have a menu created, it will appear in the 'Disabled' section of blocks.
Go to Site Building > Blocks > List  to locate your new menu, and place it into a block region.