In Joomla!, a Menu is a set of menu items used for website navigation. Each menu item defines an URL to a page on your site, and holds settings that control the contents (articles, category(ies) lists, tagged items, etc) and style (module(s), layout) of that page.
Creating menus is rather simple. From the Admin Menu, in the backend of your Joomla! site, you choose: Menus > Menu Manager > Add New Menu. On the opened to you Menu Manager: Add Menu page enter your menu title into the "Title *" field (mandatory), your menu type into the "Menu type *" field (mandatory) and, if you wish, your menu brief description into the "Description" field (optional). After that you can start adding new menu items to this new menu.
Any website can have more than one menu.