As I understand from the screen you want to show categories and sub-categories in the megamenu blocks?
First of all, It is necessary to create an HTML block separately for each menu item. Dashboard > HTML blocks > Add new. HTML block is a WordPress custom post type with WP Bakery page builder option allowing create any template.
Megamenu block is created by means of the Extra Menu list element. Each sub-category will be a separate element with the link
As soon as Megamenu blocks are ready, they may be added to menu items in Appearance > Menu > Select menu > enter menu item > HTML Block dropdown in the Custom fields [for theme] which appear as soon as the menu item has been saved.
You need to set “Full-width” or “Set size” in the Design filed in order to get the option of HTML blocks drop-down.