How to build Mega Menu in Sahifa ?

First, there are essential skills you should know from general WordPress practice, like:

Adding Sub-menu items to your Main Menu

This is simply, by dragging and dropping just like in this screencast pic:

Adding Sub-categories to your categories

You can choose your category to be a child of another category by going to (WordPress Dashboard >> Posts >> Categories), then select your desired category that will be a sub-category, from this option page you can assign the category parent just like in this screenshot:

Mega Menu in Sahifa theme

There are 3 different modes you can get with Mega Menu option:

1. Sub-categories + posts, all you need to have is a “category menu item” with “sub-categories” and “posts” nested to it, check this screenshot:
   Note: in case your category doesn't have sub-categories, the mega menu will show recent 4 posts in this category only.
2. Recent post + Check also, you just need a “category menu item” and set the “Enable Mega Menu ?” option to “Recent post + Check also”
3. Mega Links, this mode depends mainly on the idea of sub-menu items, so in case you want to make a menu like this:
   
   You will need to have a menu settings like this screenshot: