Issue with organizing post within Menus

I am trying to get each post I do to be organized to a certain page- or menu.
So my menu titles are Product Reviews, Freebies & Samples, Blog, and of course About Me. When I write a Review post (a product review) I’d like it to be “filed” under Product Reviews, or if I am posting a Sample I recently found I would like that under my Freebies & Samples part of the menu, and so on. Right now the post are on one page and that is the front page. When I click my menu it takes me to a page that says: “Oops! That page can’t be found.
It looks like nothing was found at this location. Maybe try a search or browse our latest posts below.”
But when I hover over the menu it gives me a “submenu”, saying the same thing as the one above and once I click that then I can see my post.

1. Is there a way to not have the menu drop down?

Thank you in advance!