The following steps can be done by going to Design › Edit Theme › General › Header › Menus.

The Mega Menu can be enabled/disabled by turning the toggle switch on/off for the field titled Mega menu.

The subcategories and image thumbnails that will show in the Mega Menu are created by going to Products › Categories in your eCom back office.

Subcategories are created by either adding a new category and choosing its parent category or by clicking Rearrange Categories at the top of the main Categories page, then dragging and dropping an existing category to be nested under the parent category that you want.

Image thumbnails can be added by uploading an image for each subcategory. Click on the subcategory you want to edit and then scroll down to the section titled Images. Here is where you can upload your image.

Your theme will automatically crop the image to fit the square orientation in the Mega Menu.