In some CMS systems, the menu tree defines the content, the permission controls, and the layouts for the pages. In Drupal specifically the menu doesn't do this. Menus are just lists of content, links or nodes, ordered by a drag and drop list. Your content is not required to be placed in the menu and could even be placed multiple times.
When creating content in Drupal, it's common to create the content, then place it in the menu or menus that you would like it linked to.
Standard menu setup:
In the site, you should see one "main menu". This menu is the menu structure for the entire site traditionally. It handles the main navigation (usually) and the sidebar navigation items you see when you visit subpages. It dynamically displays content into menu blocks based on your page you view, and lets you see what's active in the navigation and active trail of the parent navigation.
Additionally this main navigation is what the breadcrumbs are derived from. For example if you add a main menu item called "about us" and then added a menu item for a page called "this is us" your breadcrumb will be Home / About Us / This is us. Building links from the path of the main menu.
Sometimes you'll see additional menus that need to not follow the exact path of the menu. That includes - mega menus, group menus, footer menus. Since menus don't have to follow any specific layout we can build out any type of menu, OR if we use the group menu modules, a subsection of a site controlled by a group there may be a special group menu that is displayed by the group menu controller.