Sub-menu headings can be set in the "config" menu to 3 different configurations.
1) Sub-menu heading is not clickable. Nothing happens when visitors click a sub-menu heading, they must click a link to one of the pages in the sub-menu.
2) Sub-menu heading links to a page. When a visitor clicks a sub-menu heading they are taken to a normal page, which you can put content on just like any other page.
3) Sub-menu heading links to a list of pages in the sub-menu. When a visitor clicks a sub-menu heading they are shown the list of pages in that sub-menu with a link to each page. This is helpful for mobile browsers for whom the slide out/drop down menus may not work