Hello,
First of all thanks for choosing our Theme, we are glad to be you in the WoodMart WordPress family :).
I saw the screenshot you attached.
To add images in the Dropdown you need to create an HTML block and set it as the HTML block as dropdown for the menu item.
Then you can add elements to it according to your needs.
You can read our detailed documentation in the following link:
https://xtemos.com/docs/woodmart/html-blocks-2/#mega_menu
Best Regards