This type of megamenu is very similar MegaMenu #2. Please take a look an instructions.

Sample code

[posts qty="6" orderby="rand" cat="23" thumbw="290" thumbh="150" thumb="left" perslide="3" width="890" transition="slide" title="no" nav="small-inside" lightbox="yes"]

<div>You can display a posts via megamenu + shortcode e.g. it's a great way to draw visitor's attention to your featured works. The 'Portfolio' link will lead to a complete portfolio. The images can be opened in the modal window or lead to the entry by directly.</div>