What are some ways to make one navigation menu for all pages of a website?

Including HTML within HTML is not yet supported although has been recommended by W3C. For the moment you will have to look into the PHP route where you can split the template up into many different parts and to be honest PHP is very simple to learn and a VERY powerful tool.

For example in PHP I could do this;

<?php
  include('header.html');
  include('main.html');
  include('footer.html');
?>

This would then use the header and footer html files (header would have navigation in it) and the main.html file would be the content. And then when user changes page we load different content. But this is really a basic example to show the power of PHP. For example (again) we could have a url like www.mysite.com/index.php?page=main (or page=contact) which determines what page to load and very simple PHP code to load it like this;

<?php
include('header.html');
include($_GET['page'].".html");
include('footer.html');
?>

Hope this isn't too overwhelming - just wanted to show you how great PHP is together with HTML!

Unfortunately there is no easy way to do it in regards to a front end approach but a one page website would be the easiest way to do it.

You could always create a template that includes everything but the page content if you already know what pages you'll have on the site but its when changes are made that is the difficult part And the most time consuming.

Well you could always use javascript, so when the page loads, load in the html

Like so

$(function(){
     $('body').prepend('<div id="menu">Add your links etc here</div>');
});