One of the pages in the menu header is called Order Online, which takes users to a separate website. I want to change the link where it takes users to but when I went to the backend of the site, the page is not listed under pages, nor is it listed under entries. I have no idea where it is listed!
Since you said this “page” is merely a link to an external site, you’re not going to see it in the Entries section of the Control Panel. Most likely this page/link is being setup either in some menu plugin (e.g. A&M Nav) or in your Twig templates (in your master/layout template or some included template specific to the menu or nav).