In accordance with WordPress terminology, a Primary Menu is the main menu that is chosen as a primary menu in the WordPress Menu Editor. However, a WordPress theme can support a single or multi navigational menu at various locations in theme. By using built-in WordPress Menu Editor you can edit these menus which are located at Appearance » Menu.
Furthermore, many of WordPress themes have its own menu locations where you can edit, filling each & every menu with their own items. By default, most of the themes list pages as the menu items in case you do not edit the menu.
Apart from that, the primary menu allows WordPress themes to use more than one menu on a website. One in the header and one in the footer. Not only this but, it also allows users to save menus and swap between the menus that they have created.