A multi page website needs a global header menu on all the pages that can be modified from any page you are working on. Here is how to do it:

Step 1. Set up a header block with the Menu element you want.

Step 2. Transform the block in a Global block, then update the page.

Step 3. Go to Settings > Pages and click the Edit page icon to jump to the next page on your website.

Step 4. Add the header from the global blocks

Step 5. Repeat step 3 and step 4 until you add the global header on all your pages. Once that is done you can edit the header from any page and the changes will apply across your website.