Custom menu's create a navigation like menu for you widget bar, with links of your choice, in any order. These links can go to categories or pages within the website or external links.
From your dashboard go to the Appearance menu on the left sidebar and click Menus. Type a name for your menu in the Menu Name box and click Create Menu. You will now choose the links to include in this menu.
Check the box of the page or category or manually type in a URL and name label for an external link, then click Add to Menu.