Navigate to CONTENT > SECTION >"Nav Section - "  First Level Link Name

The custom sections are added to the drop down menu through  the "Sections" manager. The "Sections" manager can be found under the "Content" tab.  A naming convention is used to associate sections to nav items. The menu looks for a Section titled "Nav Section [first level nav link title] I'm New", where [first level nav link title] is the exact name of the corresponding first level link title.  For example, the "I'm New" section in the screen shot would have the section labeled "Nav Section - I'm New".