In Appearance => Menus just pick the menu item you want in the drop down part. Drag it underneath the item and set it so it is indented. Then Save Menu.
I have setup the menu exactly like that. and the live view just lists all the pages in no dropdown fashion… I believe their is no CSS style for dropdowns yet…
Andrew Nevins
(@anevins)
WCLDN 2018 Contributor | Volunteer support
Here’s a good tutorial for CSS drop down menus, although I can’t see the relevance to WordPress.
http://www.alistapart.com/articles/horizdropdowns/