[Steven Zahm]

@ Gaurav

Well, I’m assuming you adding the [connections] shortcode to a new page, yes? You need to add that page to your menu using WordPress. There are many great resources available for WordPress on how to manage your menu, I suggest reading a couple of them … after a quick search, I found this, seems to be very thorough:
http://bobwp.com/create-navigation-menus-wordpress/

As for changing the name … when you created a page, you gave the page a name, edit that page and change the page name. Here’s link to a youtube video explaining how to add and edit pages:
https://www.youtube.com/watch?v=R48Sh1x4fIM

I hope that helps!