Ok, I was able to achieve what I was looking for.
Thank you!
Let's make it clear and I hope for a clear answer too.
In the nop-templates-> plugins -> Mega menu -> Manage Menu section, I created a Menu with some pages and added categories as you suggested. The problem with the plugin is that it CHANGES THE NICE LAYOUT OF THE SIDE MENU. It seems I cannot create a top menu that will leave the behavior and layout of the side menu as is.
Where in the admin panel should I see those options ?
Hello there. I tried using the Mega menu and setting my own menu. When I enable my custom menu, the "All category" menu at the left of the theme suddenly cease to work. Anyone has encountered this problem ? It only happens if I enable a mega menu.