Create a new menu from Menus (Admin Control Panel -> Site Content -> Menu) by clicking on New menu button in the upper right corner of the screen.

Name

Enter the name of the menu.

Handle

Enter the handle of the menu.

Section

Select from the dropdown list which section(s) will be included in the new menu.

When done click Save and you'll be redirected to the main Menus page.

Front End

Take a look at the 3 footer menus from the previous picture.