Many item types require further configuration, e.g. for the Program item, you must select which program to run. For the Setting item - which panel in system Settings to open. For the Go To item - the address to which the web browser should navigate, etc. Tap here for detailed information about each item type.
Enter a caption for the item in the Caption text field, or uncheck the checkbox to get a "captionless" (iconic) item.
You may adjust the appearance of the item using the Colors group or the Menu > Item > Properties menu command.
After adding one or more items to the list, tap OK to finalize the creation of the Menu.