To add a Secondary Navigation in Squarespace, you can follow these steps.
This will require a custom plugin.
#1. Install this plugin
Plugin will give you some code to add to Code Injection – Footer, like this.
#2. Use this code to Code Injection – Header
<div data-wm-plugin="subnav"
data-nav-setup="simple"
data-position="top"
mobile-position="bottom"
data-sticky="false">
</div>
#3. Create a Dropdown
With Name/URL
#4. Click ADD PAGE
and add some Link items to Secondary Nav Dropdown
#5. Result