Working with menus in Drupal is actually pretty simple, but you have to get the concept of blocks down before you can really get it. Menus are created in the Drupal menus page at admin/build/menu (you can enter this url directly or you can click "admin" then "site building" then menus. When you create a menu it is like a container for a set of menu items that can be reorganized and structured as needed. However, just creating a menu and adding menu items won't make it show up on the page... to make it show up you have to add the menu to a region on the blocks page at admin/build/block (or "admin" then "site building" then "blocks".

When you create a new menu it is automatically available as a block to be assigned to any region on your drupal site. The regions that are available will be dependent on the particular Drupal theme you happen to be using. An example of such a region would be the left sidebar or the footer. Once a menu is added to a region it automatically takes on the styling of that particular region as determined by the theme. This means that the same menu may be vertical in one region and horizontal in another.

One thing to be aware of is that some themes (such as Garland) have a primary links section that is automatically set in a specific location in the code of the theme so that if you add links to that particular menu they automatically show up without having to be assigned in the blocks page. If you are using a theme like this and you want to change the primary links to a new location you may need to set a different menu as the primary links by visiting the page admin/build/menu/settings.

I hope this helped.