Advanced Options is a section within the Menu Configuration area that allows you to see how a menu will appear in different situations. This is important because when viewed in real-world situations, the appearance of the menu may vary depending on certain parameters.
For example, a specific theme may add an extra menu item under Appearance when that theme is active. If that theme is not currently active, that menu item won't show in your Menu Configuration list (because it isn't present in the active theme).
To view the advanced options, simply click the Advanced Options link that appears above your menu configuration (see screenshot).
The following parameters are available under Advanced Options:
Site (multisite only)
Some sites may have different menu items depending on the plugins they have enabled. Check how the menu will look on the different sites on the network.
Some themes add their own menu items. Check how the menu will look when the installed themes are activated.
Some menu items are only accessible to certain users. Check how the menu will look with the different user roles.