You can provide url to each menu item by using the url property. The url property is defined inside the field object of the Menu control. To know more about field object and its members, refer to the following link:
You can see the details in setting the above mentioned url property with data source as follows.
Setting Url for each Menu item
The url property is used to set the URL for the anchor tag, in the <li> tag of Menu item. This url property can receive any value, in string type and the linkAttribute property is used to set the attributes of anchor tag element. It receives the object of the LinkAttribute class, that is, the custom class. Inside LinkAttribute class, you can declare any properties, like target, href, whatever is used as an attribute in the anchor tag.
You can refer to the following sample.
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