A mega menu has one navigation link on the primary menu that displays a grid dropdown section, typically with 3 or 4 columns and as many rows as necessary to accommodate the links needed.
The Web Advisory Committee recommends that sites which have more than 4 or 5 top level, primary navigation links use drop down menus 9 sub menus) for related items or a mega menu to categorize an extensive set of links.
The Divi Mega Menu Tutorial can be found here.