In order to create mega menu please navigate to Appearance >Menus and enable CSS Classes in Screen Options, on top of your dashboard.
Then add the btMenuWideDropdown class to the parent menu item (the first item you want in your mega menu).
In order for mega menu to display correctly top menu item needs to have sub menu items, and those sub menu items need to have their child items.
The example is from our Medicare theme, but the steps are the same for all themes.
*Note that frontend display may vary depending on the theme you are using.