Go to Appearance > Menus and click “create new menu” (the blue link).
Name it and click “create menu.”
Now add pages to your menu and then check the box for “footer menu” to assign this menu to be in the footer. And then save your menu. That’s it!
If you want to switch menus so you can edit them, simply click the drop down at the top of the menu page and select the menu you’d like to edit.