<ul class="feature-nav feature-nav-scroll">
    <li class="feature-nav-item"><a href="#" class="nav-btn nav-btn-active">Function</a></li>
    <li class="feature-nav-item"><a href="#" class="nav-btn">Configuration</a></li>
    <li class="feature-nav-item"><a href="#" class="nav-btn">Download</a></li>
    <li class="feature-nav-item"><a href="#" class="nav-btn">Compatible Device</a></li>
</ul>

$('.nav-btn').on('click',function(){
    $(this).addClass('nav-btn-active').removeClass('nav-btn-active');
})

不起作用呢？