In order to set up the menu, go to Appearance -> Menus and create a new menu. It is important that the name of the menu is Main Menu. Then, you need to add the pages / categories / posts / external links, click Save Menu and choose the location for the Main Menu.
As you can see, Footer menu location is available as well. You can set it up the same way as the Main menu, but keep in mind that it doesn’t support dropdown menu items.