To enable the ‘Navigation’ feature, you need to enable the ‘SharePoint Server Publishing Infrastructure’ and ‘SharePoint Server Publishing’.
Activate the ‘SharePoint Server Publishing Infrastructure’
Select ‘Site Settings’ from the Gear icon
Activate ‘SharePoint Server Publishing Infrastructure’
In the ‘Site Administration’ group, select ‘Site collection features’. You will need to have Tenant permission otherwise you will not see this option
In the Site collection features, locate and Activate ‘SharePoint Server Publishing Infrastructure’ as shown below
Activate the ‘SharePoint Server Publishing’ feature
Select ‘Site settings’ from the gear icon again
In the ‘Site Actions’ group, select ‘Manage site features’
Activate:
Turn on Navigation
Select ‘Site settings’ from the gear icon again
In the ‘Look and Feel’ group, select ‘Navigation’
That’s it – Setup your menu