How to add a menu to the “All Courses” page ?

I would like to add a menu to my All Courses page, but what I did does not work. I don’t mind digging a bit into PHP/Html code, but don’t want to waste time searching for the proper file(s) to modify, so I would need some pointers in the right direction.

Here is my page in Gutenberg:

Then the same page in the front-end

Thanks in advance for your help, and best regards,
Bernard