Install the plugin in the plugins, mu-plugins, or theme. If installed in plugins, be sure to activate it in admin.
To use the CF Mega Menus plugin, simply activate it, create some mega menu posts with appropriate contents, and assign them to the menu items you wish them to use.
If you wish a certain location to not show mega menus, when you are requesting the nav menu for display, pass the argument key hide_mega_menu
with a value of true
.