I don’t sure what you mean by “vertical menu on left side.” I will assume that is your categories menu.
1. To configure Vertical Menu go to Appearance>Menus> [Create New Menu] and set it to categories menu (On Menu Setting).
1.1 Add all of the pages that you want on to the menu
2. Then enable Mega Main Menu go to Mega Main Menu > On Activate Mega Main Menu In Such Locations: select Categories menu
3. To make the menu look like DEMO content; Scroll down to Backup Of The Configuration and select [wp_lazio_package_1.0]>sample-data>exported_files >mega-main-menu-backup.txt Then click Save all Changes