Make a custom link be a parent and active when someone is on a sub-menu/page

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Hey everyone. I was wondering how I can have a custom link in Appearance -> Menus be a parent link/page and show as active when a user is on it’s sub-page.

The custom link is inactive (#) and is named “Parent Page”. Underneath it, it has page-one, page-two, page-three. How can I make it “active” be a certain color when users are on say page-one, page-two, or page-three? I do not see that I can make the custom link a parent in Page Attributes.

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