To create a menu, navigate to Appearance > Menus from your WordPress admin panel:
In the upper left corner of your screen you will see two tabs: Edit Menus and Manage Locations. In the Manage Locations tab you can assign menus to several different locations: Navigation Menu, Footer Menu, Error Menu and Mobile Navigation, depending on which header type you are using.
You can also assign the current menu to a location in the Edit Menus tab, by scrolling down to the Menu Settings section.
You can add mega menu, category sub menu and menu item label when editing the menu item:
To the menu item label you can set the text and color.