Hello,
The mega menus are custom layouts that are not related to submenus in your nav menu. Meaning that there is no way for a mega menu to contain sub menus that exist in your navigation. You would have to:
1. Make sure Overlay Panels are activated from GenedrateBlocks -> Settings

2. Create a new overlay panel as a mega menu from GenedrateBlocks -> Overlay Panels.

3. Import the layout from the pattern library.

4. Modify the pattern accordingly and Save.
5. Assign it to the menu item in your navigation.
