To add a custom navigation menu in Salesforce Lightning, open Setup > App Manager, edit the Lightning app, and choose the items for its navigation bar in the Navigation Items step. The Lightning navigation bar is the row of tabs across the top of the page (Home, Leads, Accounts, Contacts and so on), and every Lightning app has its own.
In this tutorial, I will show how the navigation bar works, how standard and console navigation differ, how admins edit the items, and how users personalize their own bar. You do not need to write any code.