Tip: Collection Header Menu
In our theme Cuber demo we are using the Header collection menu - screenshot - set in the theme customizer (more info here: Starting with the customizer) that is designed to display above the main menu (set in the Navigation section).
The theme offers a special area for showcasing Collections in the header. For this purpose, check out the Content area in the Header settings customizer - screenshot. Just hit the Add collection button to add your collections in the header menu.
For the main menu, please see detailed info here in Shopify documentation (as this is a standard Shopify functionality).