You can add a menu to your page and then have it target any collection element (Gallery, tabs, panels, list's and widgets) on your page as well as the website's pages (Which is the default settings).
In this example we will change a menu's target from the website pages to a gallery on the page.
Firstly, make sure you have already added a menu to your website.
1. Select the menu you want to connect to your gallery.
2. Select the Gallery as the target from the drop down list on the menu's settings window (Select the Cog on the lower settings menu).