Modern SharePoint experiences are built around the hub site model, which provides certain consistent navigation elements across all the sites associated with a hub. In classic SharePoint sites, you could achieve complex cross-site navigation with managed navigation (based on term sets), site hierarchies, and custom scripting. Modern sites don't support managed navigation, but, with hub sites, mega menus, and shared navigation elements, you can still achieve the same end result. As shown in the following screenshot, persistent hub site navigation elements can be used to direct visitors to important content, popular sites, or other hubs:

Customizing navigation options will depend largely on local navigation needs (how menus should be displayed, what types of content will be linked), as well as hub site navigation elements (which navigation options should be persistent across all the sites associated with a hub).