How to Add Categories and Subcategories to WordPress | Wordpress Tutorial

Hello, I just watched your video and went to Post then to categories and when I got into Categories there were only 2 titles that
came up in the parent categories (sorry don't have alot of experience with wordpress) and are not the ones I want to creat a sub-catagory in. My goal is to create a sub-menu in one of the menu pages I have up going across my website. Hopefully you understand what I'm saying here. Do you have any suggestions on how to create a sub-category in the title menue thats not in the parent category for the post page. Do I need to add more categories in the Parent menue? Confused What I'm saying is theres is only 2 titles that come up in that Parent menu. Thanks Sorry for the rambling on!
Do you have any suggestions how how to create a sub-category in the title thats not coming under the Parent category