Hello,
Thank you so much for purchasing our theme and contacting us.
Mega menu must be imported with base demo content. It is strange that it was not imported. Could you please send us your admin access so we could check this? As for additional pages so you can import them separately via Dummy Content section from the list. We suggest you watch our installation video tutorial https://www.youtube.com/watch?v=0QPBt-lRWLA
Regards