The slide-out menu has an embedded navigation menu. You can add pages/content to this menu by going to APPEARANCE >> MENU.
By default WordPress sets up a menu with links (like Home & Sample Page). It is easiest to use this default menu, if you do not already have one, and edit it to suit your needs.
If you already have a menu created, the slide-out menu should recognize your default menu. If this does not happen automatically, or if you have multiple menus and you want to designate a particular one, follow the quick steps in the video below on how to create a menu and add it into the main navigation for the theme.