If you want one of your menu items look in the form of a button, you should follow the next steps:
1. Go to Appearance>Menus section. Open Screen options panel on the top of the screen and check "CSS classes" checkbox.
2. Edit menu item, that has to be transformed into a button, and enter 3 classes into "CSS classes" field, that will implement needed transformation.
Example: btn btn-small btn--blue, where:
btn - is the obligatory class that will transform your menu item into a button
btn-small - specifies the size of the button. Instead of it, you can apply classes btn-medium or btn--large
btn--blue - applies the chosen color for the button.
All predefined theme colors are listed below:
.btn--dark
.btn--primary
.btn--gray
.btn--blue
.btn--purple
.btn--secondary
.btn--orange
.btn--yellow
.btn--green
.btn--dark-gray
.btn--brown
.btn--rose
.btn--violet
.btn--olive
.btn--light-green
.btn--dark-blue
Otherwice you can apply btn--primary and it will take primary theme color, that can be changed in Customize->Design Customize
That's all! Save your menu and view changes on the page.