Will someone tell me how to...

[Max Aldar]

make a .nav or what it is.

[Xcom]

I think it's a navigation file for NPCs (not sure). It get created automatically when you load the level.

[RichDiesal]

It's a navigation file for SP maps... it generates it automatically at the time of gameplay, based on the waypoints, nav_goals, and such that you placed, so you don't need to make one yourself. :)