If you have troubles since the update to WordPress 4.5 please read this post before opening a new thread.
I think I should have used the words subtext rather than sub menus. The demo theme shows the menus with a smaller descriptive text underneath.
These two screenshots show you how to activate the description text:
Go to your admin panel > Appearance > menus
Here you can create your own menu. Every menu item has a small arrow which points down on the right side (see second screenshot.). Click on it. If you see a field “Description” there everything is ok – fill in your description for this menu item and save your menu afterwards. If you can’t see a field called description you need to click on “screen options” and activate the description field afterwards (first screenshot).
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