When dragging a link in the main navigation as sub nav, everything seems to be fine. But when testing it in my browser (using mamp localhost), it won’t appear when hovering over the menu item (although the arrow is visible).
There should be a plugin for that I have seen some Mega Menu variations used with this theme.
There is no such thing as default WordPress menu. This theme does use menu item IDs that comes from WordPress itself and menu is integrated using the best WordPress code practices but it is styled slightly differently with icons, sections, dividers etc.