Create your main menu and tag it “primary menu”.

In the theme builder, after you have created your header, and you are ready to add your menu, do NOT use the menu module.  Sometimes (not always), that module will insist on calling in the default menu, instead of the max mega menu.

Instead, install the code module and add this: [maxmegamenu location=primary–menu]

(https://www.megamenu.com/documentation/divi-4/)