We were asked the question of how to link from the navigation bar to a page that's not on your website. You basically need to create a custom menu item to link out to your intended destination. As long as it has a url, a page address, you can put a link to it on your menu bar.
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Why you might need to do this:
to link directly to your facebook, linkedin or Pinterest profiles
to link directly to a highly relevant pdf embedded on someone else's site
to save people having to go through several steps to get to the desired link
to link to another very relevant site you own
the galleries on some themes have a url but will not display as optimally on it's own page
The navigation bar is for your most relevant and important pages and links. If you're deciding if you should put a link on the navigation bar or not, 'less is more', is usually a good rule of thumb. If it falls neatly under another more relevant category you can always just make it a child page of the more important parent page.