[Pro] CSS menus- creating links

I have made my first CSS menu and was wanting to know what the procedure was to now turn this into a working navigation menu with hyperlinks linking to each page.
I’m assuming you create this in the master page and it will be reflected in each page?
I tried this via editing the text within the html box and creating a hyperlink for each item in my list which then appeared as blue text in the browser preview but was unable to get it working - what have I missed?
I have already produced each page. How do I now get it all linked together and behaving like a navigation menu should?

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