Well it depends.
Do you just want a series of links on same line/different line?
Or do you want one of the "all singing all dancing" menus?
If its the first, you would just save the file as filename.js, with no <script> </script> tags in it. For example the following is a example of external .js file
document.write("my name is ....... !");
Then to link that into a file, you simply do
Then when you want to edit the menu/whatever you just update filename.js
Hope this helps