We have seen a few emails lately from customers using our themes stating that they are trying to create mega menus and have the feature enabled, but the menus are showing as standard drop-down menus.  Here's an example:

The reason the mega menu isn't working in this case is because there are some headings with no menus underneath them. For the mega menus to work, you must have menu items under each heading. If you don't, the default drop-down menu will show. 

In order for the mega menu to work properly in this situation, the user would have to add at least one menu item under the "Shop by Style" and "Shop by Budget" menu items.  Then, the menu will appear in columns as expected. If it were shown as columns in this current state, there would just be empty headings in columns 1 and 3 with a heading and menu in between.