You can create subpages, but all subpages are treated as subpages of the main page, no matter how long the chain you make to reach them. For instance, the main page for my game is mostly a list of links to subpages, some of which will have links to yet more subpages -- but regardless of which subpage you are on, the directory path across the top shows only the main page address and the current subpage, not all the subpages that appeared between.
There's a helpful summary available
here.