You've told word press what pages are related to which menu headings. As well, you have checked all of the pages that you want to be in your menu. Now you need to create you menu.

On the right hand side of the menu page, you will see a box with all the pages you have checked. The top of this box, which you see below, asks you to drag each menu item into the position you want that item to occupy.

Menu headings will be placed to the left of the menu window. Pages you want under each heading will be placed under that heading with a bit of an indentation. You just click on the page name and slide it.

My menu heading is "Gear" which I have placed to the left of the menu box. I have two pages under that heading. "Rods..." is the second page under that heading. If I had wanted "Rods..." to be yet another level of content under "Reels..", I would have slide it to the right of that menu item.

Once your pages are in an order you like, name the menu and save it.