The menu of your site is initially built from Drive folders. The Site Folder you choose can be a Drive folder - within My Drive or Shared with me - a Team Drive or Team Drive folder. Each folder you add within your chosen Overdrive Site Folder becomes a page in your site.

So, to create your site menu, start adding folders to Drive - or use the create options in Overdrive. 

Once your site has been set up, you can also use files to create new pages.