Polylang and WPML are 2 different plugins.
Point is that our theme does not use Display location because it has header builder that this option is unnecessary. WPML has language selector for the menu translation http://prntscr.com/pz0ctr but it seems Plylang is limited and needs Display menu location. That’s why I asked you to contact them to clarify how to be in case you need to translate the menu if theme does not have display location.
