Replacing the native Go High Level menu consists of a few steps:
Hide the native Go High Level menu item.
Add it back in with the Customizer as a folder with the sub menu items automatically included (watch the video to see how).
You can hide the native menu item either with the Customizer or the Theme Builder. Both enable you to do this.
Lastly you can also import full menus directly. Here is an example file that you can use for this. It does not have all of the menus. You should evaluate and add in any missing menu items you need.