This menu doesn’t support dropdown. To assign a menu to the Footer location, please follow the steps below:

1. From the ‘Appearance’ menu on the left-hand side of the Dashboard, select the ‘Menus’ option to bring up the Menu Editor.
2. Select an already created menu or create a new one. More info on managing menus can be found with the WordPress Codex: https://codex.wordpress.org/WordPress_Menu_User_Guide
3. After you are done creating your menu scroll to the bottom of the menu editor window.
4. In the section titled Display location, click the check box for Footer Menu.
5. Click Save menu once you’ve made your selection.