Menus are simply links to resources on your own site or other places of the Internet.

In Drupal, menus are arranged into Blocks. You can manipulate blocks to that you can control where on the page your menu shows up.

There are 2 special menus, called Primary Links and Secondary links.  These normally contain the mot important links on your site. Quite often they are found at the top of your site pages.

These two menus are often themed - for instance some themes will style these menu items as tabs. 

You can control the behaviour of Primary and Secondary links in Administer>Site building>Menus>Settings.