How to make pages appear in navigation menu

This is probably a real newbie question but... I have installed the gallery theme and have set the navigation to appear in the options menu. The only page that appears in the nav is the contact page which was created by the theme. None of the pages I create appear. What am I doing wrong?
WP multisite installation, no other active plugins.

I am working on the root site The pages exist, (, they just don't appear in the menu.