By default Magento does not have a Home Link in the top menu. If you have just created your Magento site with the sample data provided on the Magento site, you would have something similar to:
As you can see, there is no Home Link in the top menu. To go back to the Home page, a user is expected to click on the store logo which is something that a lot of users will not realise. Magento does not provide a method through which you can add a Home Link to your navigation menu using the Admin Panel.