Add Menu Item

Access your blog dashboard, choose Layout tab and click Edit link on Main Menu widget.

In "Configure Page List" window, click Add external link to input your menu item.
Then in popup window, input your menu item name in Page Title and your menu item link in Web address (URL)
Then clicks Save button to save your menu.
You can drag and drop menu item in Configure Page List window to change order of you menu items. About the link structure of Blogger, you can learn more here: Blogger Link Structure

You also have a simpler way to get post URL: in your blog layout, access Posts tab, hover the post you want and right click on View link to copy your post URL. Do the same with Pages tab.

About label URL, the structure is simple: /search/yourlabelname

Add Sub Menu Item

A sub menu item with start with _ (underscore) and it stay under a normal menu item.