How To Change category Into Menu at Right Side Bar

I just want to ask help from dear friends wherever. I am new here. To make it clear, I mention the url address of my site https://www.nurulilmi.org. I install the WP using basic theme from elegant theme. I still make a design of the web. I have already made some pages and sub-pages in the top bar. I also want to make the same case in the side bar. But I don’t know how? I want to ask : (1). How can I make the right side bar into MENU which enables me to order the sub menu? the current condition, I just make categories. I want to change Category into MENU, then the following sub menu can be ordered as whatever I want. I mean that I can place for example in my site Initiation comes first (in the top). Then Finding The Answer and so on….. Please show me step by step, because I’m new.

Thanks very much for the helps….