If you use the navigation to create menus with these links you can do it that way. I was able to do so with the header/navigation bar. You should be able to do it with the footer as well. Make the main navigation “site links” and then you can add the other items as sub-menu items. The Site Links menu link address can be “#” and then click and drag the small 6 dots (I have circled in the screen shot) underneath and slightly to the right of the menu item you want it to be listed under. You can continue adding as many items as you want to the drop down. You will have to make the correct correlating links to each menu item then.