your link is to a WordPress.com site – is that the site you have problems with?
if yes, please ask in https://en.support.wordpress.com/ or http://forums.wordpress.com/
generally, in WordPress.org, create a category and then assign a parent category to it;
https://codex.ww.wp.xz.cn/Manage_Categories_SubPanel
I’m not quite sure what you mean about customizing the sub-categories, but as Michael mentioned, these forums are for folks running the WordPress software on their own hosting.
If you need further help with your theme on WordPress.com, feel free to post in the themes forum here:
https://en.forums.wordpress.com/forum/themes
Here are some tips on getting help in the WordPress.com forums: http://en.support.wordpress.com/getting-help-in-the-forums/
You can also access the live chat support option when available here:
https://wordpress.com/help/contact
