Wanda, I have not used Xara Menu maker, but as I understand it, it is exactly the same as the menu maker built into Xara Webstyle. They just sold the menu maker as a separate item, but I believe it is exactly the same.
When you create a menu in Menu Maker, click on the Menus button. There you will find the field to add links for each button and drop down item in the menu. This field is titled URL. You can add any kind of link: pages, anchors, or URL's.
When you save the menu, it creates a number of files. Included in these are .js files. These contain all the details of the menu, including the links. Make sure you upload all the files (in a suitable directory) to your web server. Add the HTML script to your website as I described in an earlier post.
Here is an example of a site I am working on right now. It is built with XWD, but uses a menu made in Webstlye and imported with "insert HTML": h**p://www.bushtrack.com.au/gcs_v5.0
Rick