How do I create a meganav in Pipeline with Nested Menus?

A meganav is a nested dropdown menu with multiple dropdowns under one item on the main menu.  

From your Main Menu, create all your menu items and then drag & drop them under a parent menu or child menu:

Your Shop is the top level or Level 1 for this example. Balms is Level 2:

Add additional menu items with individual links, then drag them under Level 2 (Balms) to make them Level 3:

Let's close Balms now and see other Level 2 menu items. These all fall under Shop.

When you open Shop, there will be all your Level 2 menus as columns and Level 3 as content for each column:

Example of Shaving:

Here are all my Level 2 menu items: Balms, Shaving and All Collections. Then we've opened up All Collections and viewing Level 3 of All Collections:

That produces:

How to Drag and Drop - Nest your Menu Items:

(Example by Shopify) 

Drag and drop to make child menus (Clearance and Under $100 are child to Sale after drag and drop)

If Sale is a Level 2 menu, then this makes Clearance and Under $100 Level 3 menu items:

The image on the far right is added in your Header settings from the Theme Editor:

How to create a basic Drop Down menu:

In this example, we will add two child menus to the Blogs menu item:

In the Main Menu, Blogs is a Level 1 menu item (Shop, Pages, Blogs, About and Sign-in are all Level 1 menu items). 

I've created two more menu items and dragged them under Blogs to create my Level 2 child menu items:

After dragging and dropping to create a drop-down, I can use the "Add menu items to Blogs" link to create additional new child menu items to Blogs.

You can combine MegaNav and a basic drop-down in your main menu. 

Here's more about Nested Menus from Shopify:

Video to help by Shopify: