Go to Dashboard > Genesis > Theme Settings, and select Custom Nav Menu as shown in the screenshot below:
Go to Dashboard > Appearance > Menus and create your Custom Menu.
Click Screen Options in the upper right corner of the Menus page to choose which options you wish to show for your menu items.
Select the items you wish to add to your menu, and click “Add to Menu”. You can simply drag and drop the items into the order you wish them to appear.
Once the menu has been saved, you can assign it to the Theme Location unless it is to be used as a widget.
There are times you may need a custom link – the most frequently requested is “Home”. This can be added by selecting “Add Home Link” in the Custom Links section. This can also be used to create a top-level item that can not be clicked – the “Categories” link in the screenshot above. Simply label the Custom Link, and use # as the URL.
To see a better example of this new feature in action, check out this video screencast our developer, Nathan Rice, recorded.