You can configure the menu from either of the following locations:
Dashboard >> Appearance >> Customize >> Menu. or
Dashboard >> Appearance >> Menu.

Here we are exploring the first option:

Settings (You will find the settings icon beside the menu heading), you will have the following option inside settings.
Show advanced menu properties: You find following options as soon as you checkmark these options these will display inside each menu to set accordingly.
Link Target
Title Attribute
CSS Classes
Link Relationship (XFN)
Create a new menu: You can create a new menu by giving a name and by specifying the display location.
Menu Locations: Your theme can display menus in 2 locations primary and user profile, you can set the same from here.

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