Of course there is no menu pointing there, you have to make a menu link. You can do this by creating an External link (if Itemid during SEF is not a necessity) or from GJ backend on the plugins page (first page you see when editing GJ from plugin management) you click the "Create Menu" link directly next to Frontend URL. This will generate a Joomla Internal menu link to GJs overview page under a new menutype of GroupJive.