Despite following this documentation,
https://www.ubertheme.com/docs/trex/#configure-menu
The mega menu is still not showing on our website
http://nativepecans.com/
The documentation did not mention what to specifically name the menu group. It did not also mention if there is something to put on CMS>Pages>Homepage>Design. Now I am left hanging with my website having no main menu.
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Fixed by recopying JMMegaMenu files using ftp