Simple help in identifying menu type

I needed help in identifying the menu on the website http://www.wework.com

Not the header menu,
But the drop down style menu used to select the city.

How can I create something like that in WordPress?

Is it called a menu or something else?

I have a created pages for different cities and I want them to be displayed on the home page in the way it is on we work.
It should be a drop down type selector with a go button.
Should not open the city page on selecting the page in list, but should open it on clicking on the button.

Thanks.

The page I need help with: [log in to see the link]