1) Register the menu in your functions.php file (Primary is the ID for the menu, Primary Menu is the name and Theme-name is the name of your theme)

register_nav_menus( array(
    'main_menu' => 'Main Navigation',
    'footer_menu' => 'Footer Menu',
    'legal_menu' => 'Legal Menu',
));

2) Enter this in to the location in your theme file where the menu will go (normally header.php)

<?php wp_nav_menu( array( 'theme_location' => 'primary' ) );?>