Ash here from the Shopify team. Thank you for posting your question in the Shopify Community Forums!
I'm happy to help out with adding a link directly to a collection or product. You mention wanting to add the link to a page in your main menu. Are you looking to add the link directly in the navigation bar on your site? Or perhaps you're referring to adding the link to a page that is already linked in your menu? I'll provide a solution for each case, and feel free to reply back here and tell me if this helps.
Let me know by replying here if the above resources are helpful in achieving your end goal.