Hi @mrbrodie94,
Well it seems you are looking to add a navigation menu in your site header. In new block theme introduced by wordpress, there is different method of adding a menu. As you mentioned when you edit the header, you can add a block named as “Navigation” which will allow to add menus. After selecting navigation block, there are setting configuration available in the right sidebar using which you can configure desired menu and items. You can find more details in theme documentation and/or video tutorials.
Thanks!