@corrinarusso, you didn’t understand the question. The matter is about navigation blocks, not about the old navigation menus.
@evermight, when working with Gutenberg blocks (in visual editor) it’s important to always keep the left list opened to fully understand the current element you are working with. So, select your element on the left panel and, on the right panel, look for the “Advanced” section, then for “Additional CSS Class”. There’s where you should assign your custom classes.
Sorry, I would use images to clearify but they are not allowed in the post.