If you’ve previously installed an older version of WordPress, you should update it from within your WordPress Dashboard.
By the way, the new WordPress 4.1 Twenty Fifteen theme doesn’t display a default navigation menu, unlike earlier themes. To ensure you’ll always see a list of the pages on your site, our installer now adds a Pages widget at the top of the sidebar for new installations. If you later create a custom navigation menu, you’ll see two lists of pages in the sidebar. You can just delete the extra Pages widget if that happens to you.