How to Create Drop Down Category on the Side of the Collection Page

[mcmxciix]

Hello, Would anyone know how to create a dropdown menu on the side of the collection page?

I am using Prestige theme, and it allows me to add a ‘Quick Link’ (Navigation Menus) ex: Main Menu on top of the Filter Lists on the side of the product grids.

But it does not allow to show the nested items.

For instance, if I have ‘Shoes’ under ‘Nike’, and ’Tops’ under ‘GAP’,

The side menu only shows ’Nike’ and ‘GAP’. 

Would anyone know what codes I need to change or add?

Thank you very much,