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You have to work with two files of the theme #No.1 functions.php #No.2 header.php Firstly you have to add theme support for menu and then register the menu in your theme functions.php like

 // For theme support in functions.php
 add_theme_support('menus');
 //now register the menu
 function my_menu(){
    register_nav_menu('header', ' Header Menu');
 }
 add_action('init','my_menu');

Secondly code in your header.php

 <div class="header_menu" id="header_menu">
                    <?php 
                        $defaults = array(
                            'theme_location' => 'header',
                            'menu' => '',
                            'container' => '',
                            'container_class' => '',
                            'container_id' => '',
                            'menu_class' => 'main_menu',
                            'menu_id' => '',
                            'echo' => true,
                            'fallback_cb' => 'wp_page_menu',
                            'before' => '',
                            'after' => '',
                            'link_before' => '',
                            'link_after' => '',
                            'items_wrap' => '<ul id="header_main_nav" class="nav header-nav header-bottom-nav nav-center  nav-uppercase">%3$s</ul>',
                            'depth' => 0,
                            'walker' => ''
                            );
                        wp_nav_menu($defaults);
                    ?>
                </div>

and for sub menu just go to your admin panel, appearance, menu and just drag the link as sub menu as shown in figure

That's all.