WordPress menu – dropdown with content, how to accomplish?

I’m trying to accomplish something in my theme.

First check out the main menu of this site: http://www.tabletmag.com/

As you can see, when you hover on for example News&Politics item, some recent posts, authors etc. come up. And they are dynamically integrated to wordpress.

I want to accomplish the same thing, but I just can’t figure out the way to make it happen. What do you think about the way to begin? What’s the technique under this menu system?

Thanks in advance.