Where are you trying to use a vertical menu?
If you are trying to build something like a sidebar menu, you might be better off using the Top Pages component, as it allows you to control whether it is vertical or horizontal. As far as I know, there is no such control in the standard menu component.
Just be aware that if you do use the TopPages, it does not currently support sub-menus.
The Menu component automatically displays the page links vertically on mobile devices, and horizontally on larger devices — there is no setting to change the menu direction to vertical.
As Robin says, you can use a combination of components (including Top Pages) to create a vertical menu. If you give us an example of what you’re trying to achieve I’m sure we can help build something similar for you 