Navigation Menu is a feature which provides a user to access most important contents in a beautiful way.
Main Menu is mostly added in inline to the Site title or Logo or before and after the logo.
Footer menu is added to the footer of the site.
Multiple menu locations in a theme enable an admin to use multiple locations to add menus with different WP contents.
How to create a menu?
You can create a menu by clicking “Appearance” >> Menu and click Create a new menu and Save it.
You need to manually check the menu locations by checking box for different locations.
Let me know if you are having trouble in creating a menu in WordPress.