How to create a responsive menu like JQM Demo Page?

How to create a responsive menu like JQM Demo Page?

I'm new to JQM and am looking for information on how to create a responsive menu like the the one on the JQM Demo's page.

Specifically, I would like to build a navigation menu that has the following features:
1. Supports sub-level menu items
2. Is displayed/hidden when the screen is a certain size
3. When the menu is hidden, a menu icon is displayed in the header

Ironically, I've peeked thru all the demo's and haven't found a demo that meets the above feature requirements.

Thanks for any pointers.