Can I turn a menu item into a mega menu?

Yes. Go to Settings → Appearance → Layout Settings, Menu tab:

1. Add the sub-items under the top-level link, as for any dropdown.
2. Expand the top-level link under Menu Structure.
3. Set Submenu style (when it has sub-items) to Mega menu. The row shows a Mega tag.
4. Click Save Menu.

The sub-items then open in a wide panel with several columns instead of a narrow list. This works with the prebuilt header templates and with headers made in the Header Visual Builder. A few header designs show your categories instead of the menu, and those don't use the mega layout. Only top-level links have this option.