There are two ways to add subtitle to menu item. One of them is to use "Note" field in the menu item edit form (the second one after title field). It requires the "Use Note as subtitle" module parameter to be enabled.

If you don't want to use "Note" field you can use additional parameter from DJ-MegaMenu Options tab called "subtitle". Make sure the DJ-MegaMenu system plugin is enabled in order to display DJ-MegaMenu Options tab in menu item settings.

You can also mix those two methods, but keep in mind that "Subtitle" parameter is more important than "Note" field and this second one will be used only if the first one is empty.