Go to Appearance > Menus in your WP admin and either select it from the list of Pages on the left, or create a custom link. Here is the documentation for WordPress menus – http://codex.wordpress.org/WordPress_Menu_User_Guide
Again, you can create a custom link if the page isn’t available. But the page should be available, you would need to look under “Pages” on the left, and click “View All” and “Home” will show up at the very top. If not, just create a “Custom Link” – http://codex.wordpress.org/Appearance_Menus_Screen#Custom_Links