If all you need is to show the hierarchy in the menu, choose Appearance->Menus and build your hierarchy there by using Custom Links.
Use # for levels that don’t need to have a page, but use a URL when you get to the bottom level (a page that has content).
You can then arrange them on the right then drag them to the right to create the hierarchy like this.
Another option would be to setup categories to replicate your hierarchy like this.
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