In this article we will take as an example the photos section (it's exactly the same process for the blog).
In your WP admin > Appearance > Menus, click on Photos tab in the left sidebar. It will open a section with 3 tabs "Most Recent" "View All" and "Search".
- Click on "View All"
- Check "Photos"
- Click on "Add to Menu"
It will add the Photos archive link. Don't forget to save your menu ;)