Enable the Display navigation in header option to automatically insert the menu below the confluence application header.

If you like to include it anywhere else, disable the option, go to Layouts and edit the Main Layout.
Add the menu macro at the desired position (e.g., after the page header) as shown in the following code snippet:

$helper.renderConfluenceMacro("{display-menu}")

In newer Confluence versions the usage of this snippet will lead to warning logs from the velocity templates. These logs can be ignored because the rendering still works fine. But to be prepared for removal of the old confluence wiki markup you have to implement a custom helper, which has to render the macro in the following new storage format:

<ac:macro ac:name="display-menu"/>

Alternatively, you can insert the macro "Menu" into a page:

Alternatively, you can insert the macro "Menu" into a page. The menu will be displayed on the position the macro was inserted.

Please note that inserting the menu into any page will look a bit awkward; it's not the usual way to handle navigation menus anyway. But the macro comes in handy if you are using a theme for Confluence that lets you define elements for certain areas by putting macros in a certain configuration.