CREATING SUB LINKS
When you are editing a menu you have an option to choose the "Nested Order". The Nested Order allows you to choose where a link sits in the menu, either at the top level (Main Link) or under some other link (Sub Link). So you can make submenus under each main section by nesting a link under the main link. We generally recommend that you don't nest links too deep or it's confusing for your visitors.
On your website then, the links will appear in different ways, depending on which Free Design Skin you are using (or how you had us build your Custom Design). Your current Design Skin puts all the main links across the top of the page. When people click on these main links, they go to the page you've linked to. If you have sub-links under that main link, then the page they go to is treated like a "Landing Page" for that section. Once in that section, the sub links for that section will appear in the side menu. This philosophy of linking gets people into the right section and then provides them additional options (so as not to overwhelm people with too many options at one time). Others prefer to drop down menus so that when you mouse over the main top link you get a drop-down list of link options (rather than putting the sub-links in a side navigation bar). This can work too for some sites, but each design skin is designed differently and your particular design may not support drop-down menus.
The numbers on the menu list page, next to the arrows, are the "Priority" of the link. This same idea is used throughout the entire CMS Admin. If the priority is a higher number, the record/link is higher on the list. This allows you to order your links the way you want them to appear on your site. Move them up or down with the arrows or manually edit that number when you edit the link. If the link is already all the way at the bottom of the list (0) for that level, then you can't move it down any further, so it will be grayed out. You can only move it up.
Some Free Design Skins (and often Custom Designs) have different Shell Templates designed for different purposes (Shell Templates are the design that wraps around any given page on your site). For example, there may be a "Portfolio Template" (which doesn't have any top image area so that the portfolio image can take the spotlight) or a "Wide Template" (which is extra wide without side links). These are used on certain pages. You can assign individual pages these alternative templates (by editing the "Page Settings" when editing any given page), or you can set an entire section of your site to use an Alternative Template by editing the main menu section link, and under the "Advanced" tab, selecting the alternative template. Then all the pages in that section will inherit the Alternative Template.
The visibility will be set to "Public" or "Accounts Only". All menu links are public by default, but if you want a menu link to only show up if the person is logged into their account, you can edit the link and under the Advanced tab, click the box that says "Account Restriction: Hide from the general public". Then the link will not show up in your menu unless the person is logged into their account. This can be helpful if you don't want certain links like "change password" to show up in your link. Obviously, no one would be able to access the "change password" page if they weren't logged in, so there is no security danger, but there is no point in that link being visible if the person isn't logged in, so you can hide it.