Custom Mobile Dropdown Menu

the codepen example you shared shows html, css and javascript

General procedure to get started:
-please do not edit NEVE theme directly, create a child theme for customization)
-HTML — edit child theme template file— maybe in header.php (check with NEVE theme support)
-JAVASCRIPT —- I normally create a custom plugin but you could add to child theme functions.php
-CSS — can add to CSS of child theme

For theme specific guidance, create a new topic:
https://ww.wp.xz.cn/support/theme/neve/

How to set up child theme
https://developer.ww.wp.xz.cn/themes/advanced-topics/child-themes/