I’m going to assume you do not have a menu created for your site. By default, WP will generate a menu that is pages only. So as you create pages, they will (or should show) on the front of the site wherever the menu container is. When you create a custom menu, making your own, your menu will replace the default one, but only if you set the menu location…which is a setting on the menu page (Appearance >> Menus).
The screen looks different for you probably because you are on the latest WP version compared to the video tutorials which was done on the previous version of WordPress. They redesigned the dashboard which is why.
So to make sure you have a menu, do this:
1. Go to Appearance >> Menus >> then click the text link at the top that says Create a new Menu
2. Title the menu, such as Primary Menu
3. Start adding pages, links, categories, or whatever you want by checking the boxes on the left column and then click the button Add to Menu
4. At the bottom area, check the box next to the Menu Settings for Primary Menu
5. Click Save Menu
This should put a menu (a custom menu) on your site front-end.