You can either tweak the existing menu themes, or duplicate a theme and edit that.
You can create different themes and use them on different menus.
This one uses the default theme which is slightly edited for this site and used in the main navigation.
This one is duplicated and edited in an obvious way:
details of how to edit a theme are in the Mega Menus Documentation.
If you have problems seeing any changes you make on Glow Blogs please use the General Settings to set the css to output to head.