Most of our themes allow adding megamenu in any of your menu item. Whereas some themes also allow to add widgets in there, details about it can be found here
Here is a video describing the process of creating a Mega Menu. You can also assign mega menu columns to your already made menus. Be aware that you put mega menu columns to a parent nav link as sub links. Mega menu columns won’t work if placed as Top Level Link. To assign a parent nav item with no link you can create a custom link in the Appearance > Menus and put javascript:; in the url.
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