Can you be a bit more specific about what you are doing now? E.g. did you create a menu in the WordPress Menus area of the admin? Did you add all of those Pages to the menu? Did you assign the menu to a menu location in the theme? All of those are things you would need to do in the WordPress admin (the Menus area).
You’d also need to make sure your site’s theme supports menus and that there is a wp_nav_menu() function in the theme (probably in header.php).
Whatever info you can provide would be good. The more you share with us, the better we can help.