Hello,
You can create menu from Appearance > Menus, watch how to create mega menu https://youtu.be/f07MBdnFPfk but use Elementor instead of the WPBakery https://www.8theme.com/documentation/xstore/support/static-blocks/ . After that go to Theme Options > Header builder > add the menu element to the header area and choose the menu you would like to show there. You can watch the video tutorials of the header builder here https://www.youtube.com/playlist?list=PLMqMSqDgPNmDu3kYqh-SAsfUqutW3ohlG
You can create product categories from Products > Categories. If you need to add categories to shop page sidebar go to Appearance > Widgets > add the Product categories widget to Shop sidebar.
Regards