I tested this tutorial. It works great.

The problem is that in the tutorial there is one menu while I have 2 menus.
Let me know how I can customize this function for the feature only applies to primary menu.

The code :

function new_nav_menu_items($items) {
    $items = "";
    $args = array(
        "post_type" => "page", 
        "order"     => "ASC", 
        "orderby"   => "menu_order"
    );
    $the_query = new WP_Query($args);

    if($the_query->have_posts()):
        while($the_query->have_posts()):
            $the_query->the_post();
                $items .= '<li><a href="#post-'. get_the_ID() .'">' . get_the_title() . '</a></li>';           
        endwhile;
    else:
        echo "";
    endif;

    return $items; 
}

add_filter("wp_nav_menu_items", "new_nav_menu_items");

I tried with if( $args->theme_location == 'primary' ) but I do not know how to use it ..
I can not apply this one