Create Navigation Menu
Before you can use several option for Navigation Menu from Customizer, you wil need to create Menu from Appereance→Menus and choose create a new menu option.
You have 4 Menu position and additional 1 more menu if you enable WooCommerce Plugin.
Main Side Navigation
Side Navigation Bottom
Account Navigation (Only if WooCommerce enabled) – you will have 4 position which is on Top Navigation, Side Header, Mobile Navigation, and Normal Account Page.