The main navigation located in the header displays the first level links assigned to your navigation tree.  "Mega Menus" appear when hovering over a main navigation item.

A mega menu is divided into two parts.  The top column is the sub navigation for the corresponding top level link (2nd level links). The bottom column contains a custom section.

The custom content is added to mega menus through  the "Sections" manager. The "Sections" manager can be found under the "Content" tab in the main navigation.

A naming convention is used to associate content to nav items.

The bottom column of a mega menu looks for a "Section" titled "Nav Section [nav position integer] 1", where "[nav position integer]" is the numerical position of the top-level link, beginning from the left.

For example, the Connect link from the top screen shot would have a section labeled "Nav Section 1".