The Chill theme has a top menu and main left navigation. Each of them can be customised to behave in different ways.
Top Menu
The top menu is optional, you don't have to create one at all. If enabled it appears on every page of the site. You can choose whether it's built from the child articles of the homepage, or selected articles.
To enable the top menu, find your subsite and open the Subsite Configuration. The Chill theme configuration includes:
Building the menu directly from the articles beneath the homepage is the simplest option. It means the full article tree of the site will be available to users. If you choose to build the menu from selected articles, you can pick them from anywhere on your site, but bear in mind you'll need need to create other routes (perhaps links on the homepage) for users to access any parts of the article tree you don't pick to appear in the menu.
The menu style can either output direct links to your chosen articles, or create an extended menu built from child and grandchild articles of the selected articles. There's a full description of the extended behaviour in the Page Header and Top Level Menu documentation. Whichever style you choose, we've found it useful for the top menu items to use either the List or Home templates so you can create landing pages for the various sections of your site.
Left Navigation
Settings for the left navigation are also found in your subsite settings:
The menu is built from the perspective of the article that's currently being viewed. The full menu shows all of the child and ancestor articles of the current page. The compact version of the menu only ever displays the current article level, the level above and the level below.
There's a full description of the menu in the Side Menu article.