EDİT -----
Maybe it's being helpful. The problem is here:
<?php wp_nav_menu(array('the_location'=>'primary')); ?>
İt must being
<?php wp_nav_menu(array('theme_location'=>'primary')); ?>
I am really angry because I am trying an 1 hour for this little problem and I found nothing. Firstly, I am newbie in Wordpress but I think I wasn't doing any error here. Anyway, I add the code below.
Header.php
<?php wp_nav_menu(array('the_location'=>'primary')); ?>
İndex.php
<?php wp_nav_menu(array('the_location'=>'secondary')); ?>
funcstions.php
function register_menu() {
add_theme_support('menus');
register_nav_menus( array(
'primary' => __( 'Primary Navigation' ),
'secondary' => __('Secondary Navigation')
) );
}
add_action('init','register_menu');
And wordpress panel screenshots: