Hello,

I saw the screenshot you attached. Sorry but there is no option in Theme Settings available to make the categories dropdown the same as you mentioned.

You can try adding the following Custom CSS in the Custom CSS for Desktop area under Theme Settings >> Custom CSS.

And see if this works for you otherwise it requires Customizations.

.wd-nav-vertical>li>a {
    padding: 0;
    font-size: 12px;
}

.wd-nav-vertical>li.menu-item-has-children>a:after {
display: none;
}

.wd-nav-vertical>li:not(:last-child) {
    border-bottom: none;
}
.whb-header-bottom .wd-dropdown {
    width: 200px;
}

Best Regards.