Head to Appearance > Menus. There you can create a custom menu and assign it to the theme’s primary menu location. Creating a drop down is as easy as dragging a menu item one level to the right and saving the menu. For an image of this, please see: http://purothemes.com/documentation/general-wordpress/menus/. Scroll down until you see an image with the caption: Drag menu items a level deeper to create a drop down menu..
A common request in this regard is to make the parent item, the top level of your drop down menu, not clickable. If you’d like to do this, try the following. Instead of adding a Page as your menu parent item, add a Link. Enter anything in the URL field of the link item. Once the link has been added to the menu you can remove the url.
Hope that helps. Let me know if we can assist further.