It’s not really something can be shown through screenshots.
You have to set the anchor point with a name in the page where you want the links to jump to:
<a name="scroll-to-me"><!-- anchor --></a>
Then in “Appearance > Menus”, you want to add a custom link: https://generatepress.com/knowledgebase/using-menus/#create-drop-down-menu-custom
The URL of that custom link should be the name of your anchor with a hashtag in front of it:
If you’ll be linking to these anchors from separate pages, the custom link will need to include the full URL: