Navigation Menu Problem

Hello everyone, I’m in the process of creating my own theme completely from scratch. As of now, the only files I have in my custom theme directory is style.css, index.php, index.html and an images folder with my images.

My concern is my navigation menu. I have it looking the way I want it on my index page and being generated using the <?php wp_nav_menu(); ?> function, but the problem is in the admin area in the “Appearance” section the only 3 options showing up is themes, widgets and editor. I know there should be a lot more options than that but the only option I’m concerned with at the moment is the “menu” option. What do I need to do to get that option to appear?