How to create a Footer Menu in the Copyright section

To create a menu in the Footer Copyright section, first navigate to Appearance -> Menus and create a menu. Add the menu items you want, but make sure to use only 1 level items, without any sub-menus.

Once the menu has been created make sure you the menu has been set as Footer Menu in the Display Location.

Next navigate to Theme Options -> Footer Settings -> Footer Copyright -> Footer Menu and set this option to On.

This will add the menu next to the Footer Copyright section, similar to the image below

Now the menu will appear next to the Copyright text or below it if the Footer Copyright Alignment has been set to On.