Use the following code inside your menu code,

<li class="mega-menu remove-border active"><a href="#">Mega Menu</a><span class="arrow"></span>
    <ul>
        <li><span class="subtitle">Home Pages</span> <span class="arrow"></span>
            <ul class="mega-list">
                <li><a href="/"><i class="fa fa-home"></i>Home One</a></li>
                <li><a href="/home-v2"><i class="fa fa-home"></i>Home Two</a></li>
                <li><a href="/home-v3"><i class="fa fa-home"></i>Home Three</a></li>
            </ul>
        </li>
        <li><span class="subtitle">Blog Pages</span> <span class="arrow"></span>
            <ul class="mega-list">
                <li><a href="#"><i class="fa fa-angle-right"></i>Blog Grid Style</a></li>
                <li><a href="#"><i class="fa fa-angle-right"></i>Blog Single Page</a></li>
                <li><a href="#"><i class="fa fa-angle-right"></i>Single Video</a></li>
                
            </ul>
        </li>
        <li><span class="subtitle">Video Pages</span><span class="arrow"></span>
            <ul class="mega-list">
                <li><a href="#"><i class="fa fa-angle-right"></i>All Videos</a></li>
                <li><a href="#"><i class="fa fa-angle-right"></i>Single Video V1</a></li>
                <li><a href="#"><i class="fa fa-angle-right"></i>Single Video V2</a></li>
            </ul>
        </li>
        <li><span class="subtitle">Extra Pages</span> <span class="arrow"></span>
            <ul class="mega-list">
                <li><a href="/themes"><i class="fa fa-angle-right"></i>Single Blog</a></li>
                <li><a href="/contact"><i class="fa fa-angle-right"></i>Contact</a></li>
                <li><a href="#"><i class="fa fa-angle-right"></i>Single Video</a></li>
            </ul>
        </li>
    </ul>
</li>