In order to add gallery or video custom post categories to the menu and activate the post showing option, you need to make sure of the following:
1. You activated the categories in the screen options (WordPress dashboard feature) like in the screenshot below:
2. After you get the categories in the menu options (the box on the left, add them into your menu items) and activate the “Show posts” option. Also, here you can select how many posts to show.
For older themes, here is a video tutorial: https://youtu.be/OnsMFyKQvPY
After that, just save the menu and there you have it!