1. Most templates have a menu that can only be changed from the HTML (Dashboard → Layout → Edit HTML). In many cases the code to look for is:
Just find the similar code like this:
For set link on Menu, your just find a code like this href='#' and change symbol # with link what you want.
Or, if you find the similar code like this:
There you can change the expr:href='#' with your own links: href='mylink'. Also see the instructions in your template for more information.
2. Some templates include a gadget to edit the menu directly from the Dashboard (Dashboard → Layout → Page Elements).