Header menu only showing on main page, not other pages

Hi I am having trouble with the headings on the menu. When I click on it, it will only show on the homepage, instead of opening in a new page. For example, if I click on ‘About’, instead of opening in a new page, nothing happens, but the ‘About’ section appears at the bottom of the homepage. Same happens with all the other menu headings. Where in the settings can I change this? Please help me, will greatly appreciate.