To create a submenu you must have at least 2 levels of items, this means that you have have some parent items and some children.
Here is a screenshot of a menu structure, where the menu item Shoes is the child and the Products item is the parent. Then when you display the menu, you will get the dropdown like that :
To do that you must create the menu items, and then edit the menu item Shoes and go in the right options >> Parent Item >> select Products.
Save the menu item and look at your menu structure, you shall have the child item imbricated under its parent :
That's all, you have created your first submenu. Well done !
Now you can play with your menu to put your submenus where you want.
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