Hello maecym,
It depends on the theme, some themes provide the option to have multiple columns at the header.
Otherwise, you have to customize it into the theme file, it needs good HTML and WordPress knowledge.
You can edit header.php of your theme and try to do your changes or use a plugin such as UberMenu (paid) to make this hapen.
If you want to try to change it by yourself, here is some snipped code that can help you: https://www.w3schools.com/howto/howto_css_three_columns.asp
See also this: https://codex.ww.wp.xz.cn/Function_Reference/register_nav_menu