List to add pages to menu is not there?

I’m helping my friend re-do his website, but I don’t really know much about wordpress so this is all new to me. I’ve been trying to add a new page to the menu that I’ve made, but I haven’t figured out how. This makes sense since it looks like I’m missing a part of the screen. There’s supposed to be a page to the left of the interface like I found in a youtube video: link

Here’s what MY interface looks like. link.

Any ideas how to fix this? Or another way I could change the menu?