Adding Drop-Down Menus to My Theme

Hello, I am using a custom theme on one of my websites and I need to allow it to use drop-down menus. In header.php, can I add this feature?
Currently, I am not able to create drop-down menus under Appearance>Menus.

I would appreciate any help in adding this to my theme, because currently I have no idea what I should add to the header.php or where I should place it.

Thank you!