There are a few types of items that can be added to Jira’s navigation bar. See Create and Manage navigation items page for steps on how to configure the items.
Web link: opens a particular web page according to the pre-configured URL.
Sub-navigation: serves as a ‘folder’ item that can be expanded and contains other item types, e.g. web links or JQL. For example, in the screenshot below you can see the sub-navigation item ‘Teams’. It contains other sub-navigation items (e.g. “Team Android”), as well as web links (e.g. “Roadmap teams”).
JQL: displays results of a JQL query.