You can set the font style, color, size, and other options in the Intensity theme settings. Go to the “Typography” page in the Intensity settings, then go down to the “Header” section. The options to set the header font information is the “Header Menu Top Level” setting.
If you want to adjust the menu colors (hover, padding, background, etc.), you can do this from the “Header” page in the Intensity settings. Find the “Top Level” section that is inside of the “Menu” section. This allows you to set the active and hover colors.