To setup the menus, navigate to Apperance -> Menus page. Enter a name for your menu and add links to the menu by using the options given on the left sidebar. You can manage your menus using the drag and drop functionality. After setting up your menu, select the menu you just created from the theme locations dropdown box and hit the “Save” button.
WordPress 3.x.x comes with a new menu management panel, which makes building your sites navigation very easy and flexible.
For more info on how to setup your menu in wp 3.x.x, see http://codex.wordpress.org/Appearance_Menus_SubPanel
Main Navigation -> Primary
Footer Naviagtion -> footer menu
Top Bar Naviagtion -> top bar menu