Nice site!
You'll need to firstly experiment by creating a section called, say, 'Navigation' and creating exhibits under it (like you have with the elements. Your code shouldn't be too hard to implement from then on (but I would advise seeing if you can achieve your custom effects via jQuery if your not too hot with JavaScript, and definitely take a look at some site built with Indexhibit).
Just taken another look at your site, you could link your sections manually like you have with 'Alex Fuller', but you'd be better served (depending): -
Creating a new section (Settings -> Sections) called Navigation, then adding the illustrators names as exhibits (if you only expect each to have one page).
Let us know.
Edit: - You don't have clean URL support active (or at all) so if you plan to take the manual hyperlink route, try: -
http://www.illustrationcorporation.com/index.php?/projects/alex-fuller/
...instead (add /index.php?).
2nd Edit: - Sorry Vaska. The link back to this project is imperative.