The primary navigation structure for your application is defined as a Navigation Menu and is based on the List component in APEX. Navigation Menus are hierarchical and can be any level deep. This navigation control and can be both dynamic (based on a query), or static (based on static list entries). In addition, you can choose to position your navigation to the top or side of your screen.
To change your application's Navigation Menu settings, navigate to Shared Components → User Interface Defaults and then click on the edit icon next to the Desktop User Interface. From here, you can navigate to the Navigation Menu region and change the options listed.
Top Position - Menu Based Navigation
Navigation placed in the top position is rendered as a menu bar and styled to appear as tabs.
Side Position - Tree Based Navigation
Navigation placed in the side position is rendered as a tree widget and can be collapsed to simply icons, or completely off screen depending on the screen size.