As suggested in this picture below, the nav bar is automatically generated from within ghost
An unordered list has class="nav" role="menu" and a list item has class="nav-xxxx".
So you would need to create them manually in your ghost theme. In the standard Casper Ghost theme, you would find the right file under partials/site-nav.hbs and line 10 is where the nav bar is inserted. Maybe you could, under that, create a similarly structure for a dropdown menu.
So, for each item, you would need to have created a page, but without displaying that page in the menu — which I don’t know exactly how works.