How can I show links for custom posts group by taxonomy current term and sub-term?

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I don’t realy understand how to use get_terms(), and maybe, get_term_children() for deal with this.

I believe you’re missing 3 important pieces of information:

  • terms that have no parent have a parent ID of 0
  • you can ignore get_term_children, just use the parent parameter of get_terms
  • for this to work more than one or two levels deep you will need to put this in a recursive function or you’ll just end up with tonnes of nested loops

get_terms takes the same arguments as WP_Term_Query, I strongly recommend reading through the available arguments on the official documentation:

https://developer.wordpress.org/reference/classes/wp_term_query/__construct/

Likewise, all of this would have been explained with examples in the comments for the official get_terms documentation page:

https://developer.wordpress.org/reference/functions/get_terms/