Here's a simple little bit of code I found that will build a drop down menu on an HTML page or widget. The drop down menu will create a list of options and let the visitor click "go" to navigate to that page.
Here's an example:
You'll need to copy this text and then edit an HTML page on your Squarespace site.
All you have to do is click the little "HTML" icon (top right hand corner of the editor) and paste the above code into the page.
Once you click "Save & Close" the drop down menu should appear. Of course, you'll need to make some changes otherwise you will have a useless dropdown menu with broken links.
Jump back into the editor and click the little "HTML" icon (top right hand corner of the editor) and look for code that looks like this:
To put your own links into this drop down menu simply replace "Page 1" with your own text, and "page1.html" with the URL you want that item to point to. Obviously you'll want to change the other links as well, and copy/paste the lines if you need more.
Good luck! :)