Inserting Link Bar into Web Page
When you are ready to insert a link bar into a web page, click in the page at the position you want the link bar to appear.
Then click the "Insert" button in the TMS-SiteNav toolbar:

In this version, the link bar that gets inserted depends on what you were working on most recently in TMS-SiteNav.
That is, if you had previously clicked on TMS-SiteNav, it will insert a link bar based on the site structure you described. For example, the link bar at the top of this page is such a link bar. It was made with Option / "Show Bread Crumbs". It is based on the following site structure for toolmakersteve.com:

For a site-structure link bar to make sense, the page (on which you are inserting) must be somewhere in that site structure. If not, an error message will appear:

Conversely, if you had recently clicked on Custom, to create a custom link bar, then that is the link bar that will get inserted.
If you open a web site, and attempt to Insert a link bar, WITHOUT having clicked first on either TMS-SiteNav or Custom, an error message will appear:

Using TMS-SiteNav with EW's Dynamic Web Templates or Master Pages
To give your web site a common look and structure, Expression Web provides two mechanisms that you can use. One is "Dynamic Web Templates"; the other (if your web server supports ASP.NET) is "Master Pages".
VERSION 1 NOTE: Does not support ASP.NET Master Pages.
If your website has more than a handful of pages, you likely want link bars to have different contents on different pages. Specifically, each section of the site should show its own set of pages (plus Home). If you are familiar with DWT's, you know that the way to have different contents per page is to use an "Editable Region". TMS-SiteNav automatically creates an Editable Region named "TMS-SiteNav", when you "Insert" into your DWT file.
[ISSUE: Making sure Insert isn't into an existing Editable Region -- nested regions don't make sense; confusing stuff will happen.]
Using TMS-SiteNav with "Organization 1", and similar Templates
If you create a website using a web template supplied with EW (e.g. File / New / Web Site / Templates / Organization 1 .. Business 6), it already has a simple link bar in it. This link bar should be removed, and replaced with the TMS-SiteNav link bar.
In greater detail: open "master.dwt". Find the existing menu. It is inside a div with id navigation ("div#navigation"). Delete the old menu contents (but don't delete that div -- some css styling may rely on it). Click where the menu used to be. Click TMS toolbar button "Insert". The link bar appears. Select div#navigation (you can click on <div#navigation> in the bread crumbs above the page). Follow the instructions above to "Make an Editable Region". Save the DWT. Say "yes" to update all the existing pages that use that DWT. Open one of the web pages that used the DWT. You will see the old menu still there.
NOTE: In some circumstances, if you are modifying an existing DWT, pages that already exist will continue to show the old menu after all this. If this happens, first, make sure that you have saved the DWT, and saved all old pages that you may have been editing [File / Save All]. Also do [Window / Close All Pages]. Now open an old page. If it still shows old menu contents, then you must manually delete the old contents, click where the new link bar is to go, then TMS toolbar "Insert" to put the link bar on that page. Repeat for each old page.