The auxiliary menu is for pages you want in the app, but don't want displayed in the tab menu or side menu. Auxiliary menu pages will be available to link from other pages, but they will not be displayed in your app menu.
For example, you want a tab menu with 5 links, but you need 10 pages in your app. Put 5 links in your tab menu, then the other 5 links in the auxiliary menu. Then you can create a "More" page with links to the other 5 pages that are not in your tab menu.
To use the auxiliary menu, either create a menu (App Customizer => Menus => Create New Menu) or edit an existing menu.
Once you have created your menu and saved, visit the Settings tab. Find the Auxiliary Menu setting, choose your menu and save. (If you don't see your menu, refresh your browser)
Link to Auxiliary Menu Pages
Any page in your auxiliary menu is now available to link to using a button or custom link.
You can also add a Menu Item Links block to any custom page, and these links will be show with their icons.