Looking at the theme description and demo on Theme Forest makes me think that perhaps the settings to turn "on" the mobile menu might be in the theme's option panel?
When you collapse the demo in the browser the menu turns into a drop-down and even indicates that when you "inspect element" in the browser tools. On your site, it is obviously not there, but it is also not present in the "inspect element" screen, which makes me think that it needs to be turned "on."
If there is no option to turn on the mobile menu, you may want to contact the theme author for help- could be a glitch.
All the best!