The Footer Menu is different to the Footer Widgets menu. By default, it is displayed beneath the Footer Widgets, above the Footer Credits:
Adding Menu Items
To add menu items to the Footer Menu, navigate to Appearance > Menus and either create a new menu or select an existing one. Begin adding items from the left of the screen to the menu and click "Save" when you are done. See the How to create a navigation menu article for further instructions on how to add menu items to a menu.
Important: When creating the menu, be sure to check the Footer Menu display location under the Menu Settings:
Once you have added menu items to the footer menu and set the display location you can begin customizing the appearance. There are plenty of settings available for changing the look and feel of the Footer menu. Watch the video below as an example of the Customizer settings in use: