I assume you migrated from JIRA 6.x to JIRA Software recently? The Agile menu item has been removed and has become an integrated part of the JIRA Software product.
Everything you need is in the documentation over here.
When the docs mention 'navigate to the backlog of your desired board', the board must be a scrum board. Use the button in the left sidebar highligted in the below screenshot:
Hey Community mates! Claire here from the Software Product Marketing team. We all know software development changes rapidly, and it's often tough to keep up. But from our research, we've found the h...
Connect with like-minded Atlassian users at free events near you!Find a group
Connect with like-minded Atlassian users at free events near you!
Unfortunately there are no AUG chapters near you at the moment.Start an AUG
You're one step closer to meeting fellow Atlassian users at your local meet up. Learn more about AUGs