Step 1 : add a custom Class
Select your WP Menu or your Menu Builder element, then in the Advanced tab, add a new class (ex : .mainmenu)
Step 2 : add a new Selector
In the Selector Panel, add this new selector (included the same class name you previously added) :
If it's for a WP Menu element, add this selector:
.breakdance .mainmenu .breakdance-menu-link--active
If it's for a Menu Builder element, add that one:
.breakdance .mainmenu .breakdance-menu-list>.breakdance-link.breakdance-menu-link--active
Then you will be able to style the active menu, by changing the color, adding an underline effect, some borders...
Note that it won't be visible in the backend, but it will work fine in the frontend!