Accessed in Appearance → Customize → Header Settings → Menu overlay.
Enabling this will add button that displays full screen menu but only with main level of menu(no sub menus). User can view it by clicking on icon in header tool icons.
You can set here various color, font size/weight, background & opening effect.
You shouldn’t use this menu with classic Main menu, as they use same WordPress menu to generate list of links. It is designed to be alternative to classic menu.