If you want to create a mega menu, open parent menu item settings and enable mega menu option.
You can also choose whether your mega menu columns will have titles above or not. 
If you choose With menu titles option, you have to create another menu item using Custom Links option and make it column title.
Put column title menu items on places, where the column should start.
There is an option to add background image to your mega menu. Open settings of the parent menu item, and upload image by clicking on Add image button.
