The standard way of editing the Primary Menu displayed at the top of a website has been the WordPress Customizer tool, which you access by clicking Customize on the black admin menu displayed at the top of the screen when you are logged in as an administrator.
To add a page to the main menu, click on Menus and then Primary Menu.
To add an item, scroll through the list of pages and click on the + sign to add one to the end of the menu. You can also type in the title of a new page and click Add to add a new (blank) page that you can fill in later. Or you can add custom links, blog posts, or blog categories that you want to provide easy access to.
Drag and drop menu items up and down the list to change the menu order. You can also create a submenu (drop-down menu) by indenting one or more items under another. In the example above, Club Rules would appear under Members.
New Standard for 2022
The version of WordPress released at the beginning of 2022 introduces a new Full Site Editing capability that provides an alternative to the Customizer. Themes that take advantage of this feature typically do not use the Customizer. However, the Customizer is still more standard.
See the demo site for the Twenty Twenty-Two TM theme, which uses the site editor rather than the Customizer, for details on how to edit the menu with the site editor.