Hello,
Please read about the menu in our documentation https://www.8theme.com/demo/docs/legenda/ and https://youtu.be/9cj6o9ZRovY
A border like this http://prntscr.com/njyedh you can add using Custom CSS code. Add this code in style.css file of your child theme:
@media only screen and (min-width: 992px){
.main-nav .nav-sublist-dropdown .container>ul>li:not(:last-child) {
border-right: 1px solid #dbdbdb;
}
}
Regards