Question: Why my menu’s not showing the dropdown options like this in the second image
From the case above, there can be two possibilities & solutions in this matter. User might be viewing random videos in youtube giving instructions on different theme / plugin, thus misunderstanding that not all wordpress have the functionality.
Your theme doesn’t come with the built in plugin that allows more options in the wordpress menu system or it requires you to install additional plugin in order to have those options.
As verified solution, you only need to enable it through the screen options on the top right corner. Click on “screen options” and enable CSS Classes, you may find what you need there.