It is very straightforward to do.
On the pages menu you select the sub page control
where you can add a sub page.
Here we have added a sub page "Can I?".
Really it is no more than a header which appears in the menu as a drop down.
You can then add sub pages just like any other page and change the order if you wish.
The menu area will look to see if there are active sub pages for the header and if there are it will show the heading and drop down.