Your site has two similar but separate ways to organize and present your content: Menus and Categories.
Think of your site's Categories as a complete outline of all the content of your site. It's a hierarchy, so top-level categories like Conservation can have sub-categories, like Climate. All content on your site needs to be assigned to one or more categories, so your full tree of Categories should be comprehensive enough to cover the full breadth of your site's content.
Having every piece assigned to a category helps users find their way around (it controls the blue links that appear above the piece's title in several places) and also helps keep things organized on the back-end. Think of it as an index.
The menus on your site are what you see in the nav bar. Menus are similar to your site's categories, but on the backend the menus are a completely separate system with one key difference: they do not have to be comprehensive. Let's say you run three citizen science projects, but they're seasonal. You have a sub-category of Conservation for each to house its content, but you only want to feature those that are currently active in your drop-down menu at any given time. The menu is set up as a separate system as your categories to give you this level of control.
You also have full control of what content your menu items link to. You may choose to link to pages that are not managed within your Drupal site from the menu (such as an external volunteer registration page). You may want certain menu items to link directly to static pages of content, as opposed to section landing pages. This is all possible.