When creating links to external sites you should always include the http:// or https:// prefix. For internal links always point to just the part after the domain for example /gallery/.
Navigation - Controlling navigation items
Navigation items are separate from pages. This is because a navigation item can point at either an internal page on your site or an external site like a Tumblr blog.
In this article:
Creating a new item
From the website screen, navigate to Content, then Navigation tab. Click Create and enter the name (this will be what shows on your site) and URL. If you're adding a link to an existing DPG page, you only need to put in the path, which is the last part of the URL such as /gallery/. When you create a page in DPG it will automatically be added to the navigation, unless you choose otherwise in Advanced Options on the new page dialog. When you delete a page it will also remove navigation items which point to it.