Add Social Icon

Hello there! I wanted to add another social icon to my website to the social menue. I went to "menue", chose "social menue" then "individual links". I put in the url of my instagram page and named it "instagram". I added it to my menue. However, when I want to save the menue, a window pops up that says: open nav-menus.php You want to open the following file: nav-menus.php What should Firefox do with this file? - Open it with - Save file What does that mean? Thank you in advance! Kind regards, Nathan