Well, it does work better when it's installed

(as I keep forgetting to do myself!)
In the Manager, go to System -> Package Management. Click the "Download Extras" button, and you will see Wayfinder as the second item in the "Most Popular" box. Click it, wait a few seconds,and it will be offered for download for you. Go ahead and download it, then click "Back to Package Management". Now you'll see it in the list, with the green "Install" button. Install it, and your menu will work.