A sub-menu generally is made by adding another ul/li elements inside an li, like this:
<ul> <!-- Menu -->
<li>Menu item 1</li>
<li>Menu item 2</li>
<li>Menu item 3
<ul> <!-- Sub Menu -->
<li>Sub item 1</li>
<li>Sub item 2</li>
</ul>
</li>
</ul>
But if you want some dropdown menu, you have to add some css, so that the submenu is hidden, and when you hover on the li with the submenu, you show the submenu.
I don’t know that theme but it seems to me they don’t have css for that.
The menu is build directly in the code? It’s not using WordPress Menus?
If you give a link of your site, I can help you with the css.