Hi There,
You need to add child pages to your parent links please have a look at this link.
https://codex.wordpress.org/File:menu-screen5.png
You can add pages, links, categories… it is really simple just add than drag and drop to the location it just needs to be inside, that meaning under it a bit more to the right not aligned under, that would mean they are in the same level and will appear side by side.
Hope that helps
Joao