The menu doesn’t needs any additional plugins like Megamenu.

Primary Menu

Go to Appearance › Menus(1)
Create or select a menu and cheked Primary Menu (2)

User Menu

Create or select a menu and cheked User Menu (3)

WordPress lets you add a CSS class to each item in your menu, but you can’t see the field for this by default. You need to switch it on first:

  • At the top of the screen, click the Screen Options tab.
  • Make sure the box next to CSS Classes is checked.
  • Close the Screen Options tab

Now you can add a class to each of your menu items.In the CSS Classes (4) field, type class for icon.
Now do the same for each of your menu items. You’ll find more icons and their classes on the Font Awesome page and Material Design Iconic Font.