There are a few standard ways to do this that aren't built directly into HTML. The first way is to use iframes:
https://www.w3schools.com/html/html_iframe.aspBasically you have an outer page, and then load the inner webpages in the inside frame, so that the outside stays the same. That way you can use the same code for the menu and load everything else separately. Cons: is not always completely accessible, and makes it difficult for people to link to inner pages on your site.
You can also use javascript to inject your menu via HTML at load time. The drawback here is that your site won't be navigable to anyone with JS turned off. Folks used to mitigate this by putting "breadcrumb" links at the bottom of the page, but then you're back to updating them on every page again every time your menu updates.
The example I have here shows how to do this using jQuery:
https://stackoverflow.com/a/20868575You can use server-side languages like ASP and PHP to dump smaller files into each page before it's rendered and sent to the browser, but your hosting service has to support this. Neocities currently doesn't, but if you have access to more hosting services this is my favorite way of doing it (and the one I use on my site). It involves a little more know-how, but is more accessible and compatible with all browsers (since the code is executed on the server before anything gets sent over the internet).
You can also use a type of software called a "Static Site Builder" that will let you edit your page in a different environment, and then builds the HTML pages for you to upload to your host later. The drawback here is that you usually have to learn the Markdown langauge used in the software, but once you do it's smooth sailing from there. There are many to choose from.
@Melooon, this might be a good thing to add to your Wiki. This sort of question comes up naturally once you start building out a website that is larger than one page, and because most free and small webhosts don't offer server-side scripting, it's something a lot of newer web developers end up looking into. What do you think?