This is easily doable if you are using the Pro Header builder but if you are using X, this would require some customization which is beyond the scope of our support.
But to get you started, you can do this by using a child theme and doing the customizations from there.
You will have to create a new menu location and then override the template file _nav-primary.php which is in /wp-content/themes/x/framework/legacy/cranium/headers/views/global/ so that you can output the ne menu you have created.
Please also make sure you created a menu in Appearance > Menus and assign it to the location you added.
Hope this helps.