Hello,
There are two Menus shown in the mentioned Demo one is Categories Menu and the other one is the Main Menu.
Menus as you know are edited under the Dashboard > Appearance > Menus > so you need to navigate here to edit the respective Menus.
Further, to edit the Menu related options under the Header you can go to Dashboard > WoodMart > Header Builder > there edit your current Header Layout > in that you can find the Menu elements added > you can edit them to configure their options accordingly: https://snipboard.io/Zf6OCs.jpg
Moreover, you can check out the following Theme documentation guide regarding the Header Builder for more help in this regard: https://xtemos.com/docs-cat/header-builder/?theme=woodmart
Best Regards.