You can config in your Backend. Please follow:
1. From your Shopify admin, go to Online Store > Themes -> Select your theme.
2. Click Actions > Customize.
3. On the "Footer" section. MENU -> Footer menu. You can upload your menu to show in the footer section.
- Screenshot to refer: https://prnt.sc/11kj2ch
Noted: You can create the menu at this link: https://help.shopify.com/en/manual/online-store/menus-and-links/drop-down-menus
Hope this helps!