In the Collection page you decide how you are going to choose products for the collection - automatic or manual.
If it is an automatic collection then you must specify that it selects products by name, tag, price, etc. It must match exactly. ie the product must be tagged with the same tag as you have specified, or have the same text in the title, etc.
If it is a manual collection, you add those items individually yourself by searching for them in the browse drop down.
You must then ensure that your “collection” is added to your menu bar by going to your Sales Channels on the main menu, selecting “Navigation” > Main Menu then adding where you would like it to appear.
We use both Manual and Automatic for our collections - for instance something you have all the time would be an automatic collection ie. All bags. I use a Manual collection for New Arrivals - this means I just go to the Collection, add the items I would like in, and remove those no longer relevant. This is easier than tagging everything as New arrival, then having to remove the tag.
I hope this helps.