Hey, I am having problems with my pages showing up listed on my homepage(on the top right just like the demo). I tested it both on my test site and actual site, both failed to show up the pages, however if I enter the page address into my browser, I can navigate to the pages. Basically, I believe it is a setting that I am missing but yes, the page navigation on my homepage will not show up.
It sounds like you have created the pages but not the menu. If that is the case then go to Appearance > Menu then create a new menu, add the necessary pages and then save the menu. Then on the Manage Locations select your new menu in the Primary Menu location. That will place it into the place as shown on the demo.