One menu is the whole menu bar and what you put in it are tabs to "items" not menus.
Troubleshooting – My menu isn’t appearing
Go to the custom menu page in the dashboard Apearance > Menus and in the “theme location” module at upper left select your custom menu from the pulldown and then click “save”.
By default the front page of the blog is the post that displays all posts in your blog. Though there is only one dynamic page in a blog for posts (not pages) http://en.support.wordpress.com/post-vs-page/ and we cannot post to more than that one page, we can create the appearance that we have posted to more than one page.
Pages http://en.support.wordpress.com/pages/ we bloggers create are static and cannot automatically update. But the dynamic categories pages created by the software will automatically update.
We organize posts by assigning categories to them. You can create a custom menu and add the dynamic categories pages into the custom menu.
Here’s a link to a custom menu walk-through > http://onecoolsitebloggingtips.com/2011/08/11/wordpress-com-custom-menu-walk-through/
There are many common errors, misunderstandings and misconceptions when creating custom menus and you can read about them here. > http://wpbtips.wordpress.com/2011/12/19/custom-menus/