This theme has a built-in multi column menu system. Menus are created using the core WordPress Menu manager. These images shows how you should structure your menus.
How to set up a Multi-column Menu
Creating a Simple dropdown
Creating a multi-column dropdown
Creating multi-column dropdown with image
Cant see CSS Classes or Description?
You need to enable these checkboxes to view field for CSS classes and Description:
Add custom labels
Add these CSS classes to your menu setting to get labels: