Not everyone knows how to add menus, you may know most of this but here is the process for others.
Admin > Appearance > Menus
On the main area create a new menu
Select the categories list, Pages list, external URL's or screen options for adding single posts, add the items you want to the menu.
Move and Indent the menu items, indent up to three levels, with drag and drop.
On each menu item you can change the text so if you have a long title you can shorten it.
Creating the Parent item with no page
Use the menu type URL, title Categories, now the magic in the url just the single hash character # this is "top of page" so will not lose navigation.
Important "Save the Menu"
On the left you will now see a new dialog box "Theme Locations", add your new menu the the primary location and save.