If you have a navigation menu set up in your site, it should show up as soon as you finish importing the theme and/or demo content.
If you do not have a navigation menu, you will need to activate one for links to show up at the top.
Go to Appearance >> Menus. If you do not have a navigation created, go ahead and set one up. Give it a name (I like Main Navigation) and then add all of the pages you want to show up.
Save your changes and your new navigation should populate into the header automatically.