This would require quit a bit of work and knowledge of html, javascript and ShopSite templates. If you are inexperienced in these areas I would recommend that you get some help from someone who is fluent in these areas. You can find a list of ShopSite certified designers at
http://shopsite.com/csd.html
The dropdown menu would be done with javascript and you can probably find code to do it by viewing the source of the page that you posted as an example.
The various main headings probably represent different categories. If your categories don't change often you could hard code the links in the template itself. If you want them to be updated frequently you could do it with the Loop Links tag in you ShopSite template using multiple instances of the Loop Links and in each section look for pages that have a specific value set in one of the custom fields which indicates which main category the page link belongs to.