The callouts in the main navigation mega menu are edited on the Widgets screen.
To edit mega menu content, find the container for the dropdown that you want to edit, click the down arrow to expand the container, and click the down arrow to expand the Visual Editor widget. The callout content can be edited as HTML or via the WYSIWYG editor. Note: leave the title blank.
Once your changes are complete, click Save to publish your changes.
For more information on editing the main navigation, see Editing the Header.