class-f6-drill-menu-walker.php

<?php
class F6_DRILL_MENU_WALKER extends Walker_Nav_Menu
{
	/*
	 * Add vertical menu class
	 */
	 
	function start_lvl( &$output, $depth = 0, $args = array() ) {
		$indent = str_repeat("\t", $depth);
		$output .= "\n$indent<ul class=\"vertical menu\">\n";
	}
}

functions.php

<?php
require_once 'class-f6-drill-menu-walker.php';

header.php

<?php
wp_nav_menu(array(
	'container' => false,
	'menu' => /* name of your menu */,
	'menu_class' => 'vertical menu',
	'items_wrap'      => '<ul id="%1$s" class="%2$s" data-drilldown="">%3$s</ul>',
   'walker' => new F6_DRILL_MENU_WALKER(),
));