Modals like Megamenu are created from Static Contents. You can edit these section from Elementor.
Adding Modal to the site
You can set a section in Elementor as a Modal. Once you’ve created a static block, you can then assign it to Appearance > Customize > Before Site.
Adding Modal Box trigger to Menus
After loading the modal to the site, you can use menus or a button to trigger the modal box. In the menu you can use the CSS Class
Please make sure URL refers to the ID of the modal box you want to trigger.