We have designed our theme this way. It needs code customization. The file is inside theme folder-> library-> structure-> header-extension.php, Before making any changes in the code its highly recommended to make a child theme then only customize the code. So that your content will not be loss while updating to our new version.
Yes this code is for the nav menu. Before making any changes in the code first of all you have to create a child theme then only customize the code. So that while updating to our new version your data will be safe.