Not a great example to choose
Yes you can do what you want but what approach is chosen is another matter and dependent on how your site functions not someone else's as it were.
The WP wp_nav_menu() function provided for users to manage their site links in the dashboard places a series of tokens / classes on link elements depending on what they are or what state there are in 'selected', 'current' type of link post/page etc, it's sufficient that you can then style whatever you care to in your main stylesheets.
I solved it my self
The issue is solved.
Don't know how to close this?
It's common practise to share
It's common practise to share a little of what you did in case others happen by and read the thread, did you just style the WP classes provided on menus links?
I'll mark the post as resolved, they're not closed as such.