CMS has several possible ways to customize a navigation menu. 
  1. This could be located in the Page Wrapper.
  2. Set in the web page content type.
  3. Reusable content in assets folder.
  4. Manage Link Sets in Reports & Tools.
This could be created in another way not mentioned here.  It is sometimes best to reach out to who created the functionality, so they can provide additional details on how it was initially created.