Hi Dimitry.

1. In Template Options > Basic > Disable Preset Header
2. Create your own Header (Details in Helix Ultimate guide!) with all sections, columns that you have now: https://www.joomshaper.com/documentation/helix-framework/custom-header
3. But instead of using "menu" module position, use different module name, for example, "feature".
4. Install & Publish there your Mega Menu module (find on JED).
5. Use MM module settings or add CSS styling if needed.

Using classic Menu module from Joomla will not help you, becuase it does not have MegaMenu features or submenu dropdown effects. Whole rest is in your hands. But it's not so easy process.