Hello,
You need set “full width” design and 5 columns for Shop menu item http://prntscr.com/c6be4r, please see the screenshots http://prntscr.com/c6bfz7 http://prntscr.com/c6bei4.
Also read our documentation https://www.8theme.com/classico-theme-documentation/ (6.3. Mega Menu).
Regards,
Rose Tyler.