THE MENU is a special Layout that automatically generates the Website Top Menu from everything that is published within it.
If you do not need a Menu, just turn it off in the Theme Designer [by clicking it´s preview there]. If you are the Site Owner, the Theme Designer can be found in your Account Panel [the Paint Roller icon].
Layouts and Pages you create here becomes Menu Items.
To make a Drop-Down submenu, create a Menu Layout from the Layouts Picker, and fill it with more Pages and Layouts; all links will be created automatically. Widgets becomes part of the Menu or the Header surrounding it.
Sort the Menu by clicking More Actions, then the Sorting Action. You can sort by title, by date, or manually.
The Menu is a System Object: it cannot be deleted, renamed, or moved.