how to set categories as links in Menu navigation

Hi folks,

Sorry for the silly title of the post didnt know how else to refer to my issue.

have a look here: https://www.TrailerFlick.com

Notice the navigation menu bar on top? It’s categories and I would like to do that.

Here are the links.

https://www.trailerflick.com/
https://www.trailerflick.com/category/just-out/
https://www.trailerflick.com/category/box-office/
https://www.trailerflick.com/category/popular/

Question is how do I get my wordpress to do that?
-Joey