Step 1
Open a document of size 900 px X 300 px with 72 ppi.

Step 2
Now drag vertical guides to 50 px and 850 px. Drag another two more
horizontal guides at 50 px and 250 px. Draw a rounded rectangle between
these guides.

Step 3
Now press ctrl+enter and change it into a selection and fill it with
"0090bf".

Step 4
Now press ctrl+t right-click and choose wrap option in that.

Step 5
Choose bulge option from that and type -10 in the nearby bend option
box.

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Then you must get this kind of output.

Step 6
Now move it up such that only the bottom half of it is visible or
present inside the canvas like this.

Step 7
Now give it a white stroke of size 3 px and center option using the
stroke effect available in layer styles. This is how your output will
be.

Step 8
Now type the links inside the navigation bar like this.

Corollary
You can add more effects to this using your creativity to produce
better results.

One more result.


