It probably is referring to the Course Navigation Menu, which is the clickable menu down the left side of the page when you are in a course. If you don't see it, try looking for the "hamburger" (three stacked lines) at the left of the course name/breadcrumb at the top of the page. Click on the "hamburger" to open the Course Navigation Menu if necessary. Usually it will have a Home button. It may have Modules and/or Assignments and/or Syllabus and/or Grades as well as a number of other possibilities. Your instructor can show or hide these options as desired.
There also is the Global Navigation Menu, which is menu at the far left available all the time, whether you are on the Dashboard or in a course. It typically will have Account, Dashboard or Home, Courses, Calendar, and Inbox. It may have other options as well, depending on your institution's options and subscriptions.
The Course Navigation Menu is controlled by the course instructor (and may - or may not - change during the duration of the course). The Global Navigation Menu is controlled by your institution. Both may look different from those shown in any training videos or screenshots because they are unique to your institution and course.