After installing Magento, your category tree is almost empty. There is only a root category named Default Category.

Empty Catalog

The root category is not displayed in the frontend of the store – that's why your main menu is empty just after installing Magento. You need to add some new top-level categories (also called subcategories because they are descendants of the root category).

All categories have to be descendants of the root category (Default Category). Do not add categories outside of the root category tree.

To create and edit categories in Magento, navigate to Catalog > Manage Categories section of the admin panel.

To add a new category, select the root category by clicking on it and click Add Subcategory button:

Add Subcategory

Fill in all the required fields in the General Information tab. Set Is Active and Include in Navigation Menu fields to Yes:

Creating a subcategory

Click on Display Settings tab to open it. Set Is Anchor field to Yes, and click Save Category button:

Anchor Category

This will create a new category (which will be displayed as a top-level category in the main menu on frontend):

New Sample subcategory

Note that this new category has to be a descendant of the root category – it has to be one level lower than the root category:

Correct Subcategory level

If the category is not displayed in the frontend: reindex the data in System > Index Management and flush Magento cache.

For more info about categories please download the Magento User Guide from resources.