The Menus section of the Control Panel allows you to control the menu links on your site. You can completely customize the menus for your site. There are two menus pre-created for you - a "primary menu" and a "secondary menu" but you do have an option to add new menus. Read more about Understanding Menus
This Taxonomy widget will display a list of taxonomy terms that you have added to your site's vocabularies. You can use this functionality to group pieces of content into smaller, more specific categories. In order to use the taxonomy widget you must first create a taxonomy vocabulary to use with your widget. You can learn more on the taxonomy vocabulary page. Read more about Displaying Content with the Taxonomy Widget
A breadcrumb trail is a navigation aid used for web interfaces. It allows visitors to keep track of their locations within sections your site, displaying links above the main content region that lead back to the home page and to the parent pages of the current page.