Hi there,

Step1 : Creat new menu and add item for menu: https://prnt.sc/vgkba4

Step 2:Click Mega to add icon and Submenu for Item menu: https://prnt.sc/vgkcaa

Step 3: Save menu

Step 4: In tab Manage Locations, select your menu for Vertical Menu

If you need to help, please send Admin web account for me. I will check and help you