Hello,
Our theme uses header builder and you don’t need to choose menu location from Appearance > Menus but you need to choose that in Theme Options > Header builder. Watch video tutorial on how to create header using header builder https://www.youtube.com/playlist?list=PLMqMSqDgPNmDu3kYqh-SAsfUqutW3ohlG
Let me know if you have any questions after that.
Regards