Go to admin -> MGS -> Manage Menu -> Click Add Menu button

Then you need input menu information

• Title: Menu's name
• Menu Type: Vertical menu or Horizontal menu
• Custom Class
• Status: Enabled or Disabled

Click Save button to save this menu.

Step 3: Create menu item

You can go to Admin -> MGS -> Megamenu -> Manage Megamenu Items -> Click Add Item button

Then input all information

• Menu: Choose parent Megamenu (in this case, you need choose Vertical which you've created)
• Label: Label show on menu.
• Link: Url of this menu
• Position: Position on menu.
• Columns: Column sub menu of this menu
• Custom Class: If you want add other style for this menu
• Static Content: Add content to sub menu of this menu

Custom Setting

• Catalog Category:
  • Menu Type: Catalog Category
  • Categories: Choose Categories to show

• Static Content:
  • Menu Type: Static Content
  • Static Contents:

Step 4: Show menu on front-end

Go to admin -> Content -> Blocks -> Create Block "Menu Vertical Header 1" and paste this code to content of block

I've created "Test Menu Item" in your site for example