To set the main menu go to Theme Options > Header builder > edit the menu element and choose the menu you want to show. On your screenshot you display just the title of the menu, not its position.
Watch the video tutorial on how to edit the header using the header builder https://www.youtube.com/playlist?list=PLMqMSqDgPNmDu3kYqh-SAsfUqutW3ohlG
