Can this navigation be done easily in WordPress?

It is possible. Two options:

  1. If the subpages are just children of the currently displayed page, you call:

     wp_list_pages( array ( 'child_of' => $GLOBALS['post']->ID ) );
    

    See Codex documentation. Very simple.

  2. If you need a custom structure, for example a list of custom taxonomies when a special post type is viewed, you need to create a custom nav menu and a custom walker.

    The walker has to collect the associated items for the current page, save those somewhere and then another function would have to print it out where you need it.
    For someone not familiar with this stuff it may take a while to get this right. Our tag collects some useful information about this topic.