Library Items, Includes/Plug-ins
There are a few different ways you can accomplish this and make the process of updating the menu easier. Basically, you want to create one instance of your menu and have it linked to all your pages. Update the menu as many times as you'd like, and the changes are reflected site wide.
If you have a plain html site:
• You can use Dreamweaver's Library Item functionality. Checkout DW's built in Help for this one or just do a Google search for it.
If you have a php site:
• You can create a menu include either the traditional way: http://www.w3schools.com/php/php_includes.asp OR if you happen to own Framework Builder you can create a menu plug-in and insert the menu as a "static" plug-in.
If you're new to this concept, the bright side is that all of these methods are pretty easy once you do it a few times. And they will save you a ton of time when updating site content. I build most of my sites this way... breaking out parts of the site into separate includes or plug-ins, such as header, navigation, footer, etc.
Hope this gets you headed in the right direction.