Menus are most of the time used in your header as the main navigation of the online store.
To change the Menu used on your header, click Customize (Themes section on Shopify) > Header > Menu Links.
Rich submenu items
The rich submenu is a great way to customize your menu, it is important to note that submenu items can only be used inside regular submenus, not megamenus. Inside a rich submenu, there are 3 different elements you can use: text (required), desc (optional), icon (optional).
You'll have to separate them by "|" and they do not have to be placed in a specific order.
Here's an example: desc:This is a description | text:Cool link | icon:shopping-cart
For the icons make sure to visit the unicons library.
Enabling the Megamenu
A megamenu is a way to offer a better user experience when using store navigation. In order to activate the mega menu features, you'll need to go in Header settings --> Enable Megamenu
Note: You need to make sure that you have at least a sub-menu item linking to a collection or product with an image in your navigation to activate the mega menu layout.
As you see just bellow, it is the settings configuration for that megamenu in Shopify navigation, after we enabled the mega menu settings, this is the final result: