1) First step is to register a menu or menus in your theme functions.php file or your my-plugin.php file.
<?php register_nav_menu( 'your-menu-handle', 'Your Menu Lable' ); ?>
Read More: http://codex.wordpress.org/Template_Tags/register_nav_menu
Or
<?php register_nav_menus( array('main_menu' => 'Main Menu', 'mobile_menu' => 'Mobile Menu') ); ?>
Read More: http://codex.wordpress.org/Function_Reference/register_nav_menus
2) Go to Appearence > Menus in your WordPress Admin interface. Now you should see the newly created 'Your Menu Lable' menu. Add a new menu created using the admin interface to the new menu placeholder.
3) Then to display the 'Your Menu Lable' menu, add the following code to theme file (header.php or sidebar.php)
<?php wp_nav_menu( array('menu' => 'Your Menu Lable' )); ?>
Or
<?php wp_nav_menu( array('menu' => 'Main Menu' )); ?>
Read More: http://codex.wordpress.org/Function_Reference/wp_nav_menu
Following these three steps should display the menu/menus.