From Title Line click Menu > Create a New Menu > give LINKS to Menu Name > create different links assigning them URL and name and define at the bottom of the right column their position on the screen, under the Title Line or/and in the left Sidebar.
You have only created a Menu list containing different Links, now you need to position the list on the screen.
Click Widgets and move Custom Menu box inside the Primary Sidebar window, then put LINKS (title of the Menu list, can be different if you like) in Title and LINKS (the created list of menus items) in Select Menu, then save. A Menu of Links will appear without Links title in the top bar and, if this is the case, with the Links title in the left sidebar.
By default Links are open in the same page, if you like them to open in an other open again the Menu screen > click Screen Options (top-right) > Link Target > choose in every link item the preferred position (same or different page) as this option is now shown.