Sorry for the misunderstanding. Let me rephrase my answer and give more detailed information:
Talking about X theme:
There is no option to make your drop-down menu look cool as you put it. You will need to custom code the look yourself with CSS, this will be considered as a customization request which is outside of our support scope.
The only option that X has regarding the menu can be found in X > Theme Options > Header:
Talking about Pro:
The Pro theme has a separate header builder with elements such as Navigation Inline to be able to fine-tune the menu and position of the links and different aspects.
For example, the screenshot below is the options available for the Dropdown section of the Navigation inline element in the Pro header builder:
For more information, I suggest that you read this and this article.
You can convert from X to Pro. Here is the article about that.
Warning: The Pro theme does not have the Demo Import functionality of the X.
Warning: The Pro theme has a steep learning curve and you need to make sure that you will give enough time learning the ins and outs.
If you are not interested in the Pro conversion you will need to hire a developer to have the drop-down menu turn into the look you want.
Thank you for your understanding.