Hi,
hmmm... in most cases you have to publish module on available positions.
I install mega menu but doesnt work...
There are at least 3 MegaMenus modules - maybe ask its developer what have you done wrong ? Or read its documentation, because maybe it request also plugin not only a module?
p.s.
Next time more details please, and remember, its not possible for us to provide support all 7600 extensions available in the JED.