Hi @as_spike , The mega menu can build with custom code as well as with apps. If you are looking for instant solution, then i will suggest you to use the app.
One of my favorite app is https://apps.shopify.com/smart-menu
and if you are open for custom code which will save your app monthly subscription then i will recommend for custom codded mega menu as per your theme.
You can also add mega menu in Dawn theme with no app. See video description for code
Do not make a headache about adding several codes just to get a mega menu. Check the video for more information.