1. Firstly, please make sure which Web Link Set does your Portal Header connect to:
2. Go to your Portal Management, then switch to "Web Link Sets" option. Within the available Web Link Sets list, find the Default Web Link Set and open it.
3. Within the opening "Default" Web Link Set, switch to Links tab, then click "+ New Web Link" button to create a new Web Link
then click "Save" button to save your changes.
4. Go to your PowerApps Portal Editor, click "Sync Configurations" button to make the changes you made in your Portal management take effect, then click "Browser website" button.
then the new Web Link would be acted as Sub Menu under the Services Web Link as below:
More details about Web Link in PowerApps Portal, please check the following link:
https://docs.microsoft.com/en-us/powerapps/maker/portals/configure/manage-web-links
If you want to make the new added Web Link to be opened in a New Window tab, please enable the "Open in New Window" option for your new Web Link: