I am creating a few mega menus on the main menu, and would like to find out if it’s possible to add images, such that it looks something like below:
Sorry you are facing this issue, it would be my pleasure to help you.
Welcome to the Shopify community! 
Thanks for your good question.
Please share your site URL,
I will check out the issue and provide you a solution here.
Greetings, @ughy .
Thank you for reaching out and posting this question!
You can add featured images and/or products using a third-party mega menu app, such as Mega Menu by Globo or Buddha Mega Menu & Navigation. While both of these apps offer a free plan, Buddha Mega Menu & Navigation is currently offering summer promotion where you can get all of their features for free (forever). If you need any help with a third-party app, then the app developer is always available to assist you - you can reach out to them directly through the contact information listed in the Support section of their app’s page.
That being said, while it’s possible to customize your theme to include feature products or images in the navigation menu, this level of customizing falls outside the scope of our design policy. Nevertheless, you can see if experts from the community, like @KetanKumar , can assist you with custom coding. However, if you’re not comfortable working with coding languages (eg. HTML, JavaScript, CSS, and Liquid), then we’d encourage you to consider hiring a developer to assist you with this customization. If you need help finding a certified developer, then please take a look at our directory of developers on Shopify Experts.
I’d love to hear more about your business and experience so far! What kinds of products are you selling? Do you have a marketing plan prepared for your business?