To set up the sticky menu, take a look at this video: https://generatepress.com/downloads/generate-menu-plus/
I’m not sure what you mean by remove the selection from home? You can alter the colors of the menu items, menu items on hover and current menu items in “Customize > Colors > Navigation Colors” if you have the Colors add-on.
That menu on our demo was made using the Colors add-on.
That green button is a custom button we have on this site to take people to a page where they can install GeneratePress.
Let me know if you have any other questions 🙂