Most of our theme support custom Menus which enables a user to create custom navigation menu in place of a theme’s default menu. Menus can be use to display anything from, links, posts, categories, tags, etc.

  1. Go to Appearance > Menus
  2. If you haven’t any menu created, hit Create a new menu
  3. On the left select Posts, Pages, Categories, etc. and hit Add to Menu
  4. Order and Sort your categories
  5. Hit Save Menu

You could also assign a menu to a theme location.

Article taken from WordPress Codex: Appearance Menus Screen