In order to set up the Top Menu you must visit Appearance → Menus page.
If you have imported QuickStart XML there already will be menus created, select each one of them and select the check box for each to show at their place.
Mega Menu option will be available when creating a "Custom Link" menu item:
Once added, expand it and select the menu type as "Mega Menu with Widgets"
Once selected you will be able to select 4 Mega Menu column slots which can be configured in Appearance → Widgets
Once the menus are set, you can import theme settings.
If the menu is set to the "Icon Manu" location, you will be able to set an icon for the Menu item.