Adding Links to Nav Menu in Gridlock

I recently switched from Joomla to WordPress and am loving every minute of it. I have been very happy with the Gridlock theme and am using it on my site, pcfastlane.com

My question is, how do I add more links to the nav menu? I went to to the template editor and found header.php, but any links I tried to add didn’t show up and only screwed up the template.

What does the “slug” option have to do with links? How does it work exactly?

Thanks for the help!