theme navigation

I’m using the Buttercream theme and have created 5 pages. They are not showing up in the navigation bar? How do I get them to show up?
Also, where do I tell WordPress that I don’t want the generic page names but the specific names of the pages I create, i.e., instead of http://sugar-snap-events.com/wp-admin/post.php?post=17&action=edit it will say http://sugar-snap-events.com/home. In an older version it was: it was settings/permalinks/Custom Structure/%postname%/ – when I select that option now and tell it to save, it goes right back to selecting Post Name.
http://sugar-snap-events.com