Actually this dropdown navigation function was included in the antimatter theme a couple of versions ago. To enable it you just need to add a file: /user/config/themes/antimatter.yaml and put in the following:
dropdown: {enabled: true}
You just create folders as you would normally. Ie locally with Finder/Explorer, and remotely with FTP/SFTP etc. You will need to put a markdown file in there for it to show up in the menu.