Drop down menus css in custom menus

Dropdown menu is something that handles by CSS or javascript (in some case) So a your theme should take care of that not the wordpress engine. When you add a nested menu items on wordpress menu that means wordpress will output a specific html structure for that menu.

<ul>
<li></li>
<li></li>
<li>
    <ul class="sub-menu">
         <li></li>
         <li></li>
    </ul>
</li>
</ul>

So, your theme css will have to use appropiate css to handle the dropdown funcitonality. Hope it clear.