How to change the Navigation Menu link of my template?

It's very simple. You just open Dashboard → Layout → Edit HTML. In HTML code,  find the similar code like this:

<li><a href='/'>Home</a></li>
<li><a href='</font><font color="#ff0000">#</font><font color="#008000">'>About</a></li>
<li><a href='</font><font color="#ff0000">#</font><font color="#008000">'>Post RSS</a></li>
<li><a href='</font><font color="#ff0000">#</font><font color="#008000">'>Comment RSS</a></li>
<li><a href='</font><font color="#ff0000">#</font><font color="#008000">'>Edit</a></li>

For set link on Menu, your just find a code like this href='#' and change symbol # with link what you want.

Or, if you find the similar code like this:

<li class='current'><a expr:href='data:blog.homepageUrl'>Home</a></li>
<li><a expr:href='data:blog.homepageUrl + &quot;feeds/posts/default&quot;'>Posts RSS</a></li>
<li><a expr:href='data:blog.homepageUrl + &quot;feeds/comments/default&quot;'>Comments RSS</a></li>
<li><a href='</font><font color="#ff0000">#</font><font color="#008000">'>Edit</a></li>

There you can change the expr:href='</font><font color="#ff0000">#</font><font color="#008000">' with your own links: href='</b></font><b><font color="#ff0000">mylink</font><font color="#008000">'. Also see the instructions in your template for more information.