Class to Sub Pages -Menu Parent

Hello,

I am using the Arcade theme for my site below:

(www.rhogo.com)
I am trying to create a sub menu under my page named “Mexico” with a right arrow symbol next to the name like you have here on the sample demo; Level 1 -> Level 2

(http://demos.bavotasan.com/arcade/).

However I am unable to do this successfully with the menu settings even though I have created the pages and moved them under this menu. Is this a feature this is not active on the basic(free) version and is on the premium version? Or will this be something that can only be done via advance editing in the editor like the below:

(http://bavotasan.com/2012/adding-a-class-to-sub-menu-parent-items-in-wordpress/)

Thank you,
Juan M.