Search engine spiders (programs that report results back to search engines) look at a sites content and the links a site has to keywords or key phrases by following links, it’s important that you have links within your site for your keywords and keyword phrases. Don't make the mistake of thinking menus are not part of internal links, they are treated differently.
Internal links are text or image (hyperlinks) to content within your own site. It's a way of highlighting a keyword or keyword phrase that is relevant on one page to another page with specific information about it.
Example: If you're a plumber and on your home page you have an article on installing new plumbing and you have a page about the types of new plumbing installations you do. You would want to create a text hyperlink using the phrase "installing new plumbing" to the page of your site about new plumbing installations.