Drop Down Menus when using scrolling Front Page feature

Hello Yigit and team,

When I go to the back end of word press to try to tweak the menu and add drop down menus to the scrolling ones on the front page, I see this:

Instead of this:

I am presuming that what was intended in the suggestion was to change the drop down button as circled?

Is there something I need to click to make sure this section is available to change?

Thank you,

Bob