CSS Classes option come very handy for defining different CSS style behavior for specific custom links in a menu. You can use CSS Classes feature to show differently styled links and images in a menu. Ideally this option is hidden and you might get crazy searching for the same.
1. You can easily find and enabled CSS Classes option in WordPress while creating menus. Goto Appearance > Menus on left sidebar. This should open menus page of your WordPress blog dashboard.
2. Click on Screen Options at top right to expand options area. Click to check CSS Classes option and it should be visible now while you add new custom links to the menu. Easy, isn’t it?