How do I add more main, sub and sub sub links?
 

I'm not sure how to add more main, sub and sub sub links to my site.

How do I then keep them organized?

Wordpress like most newer CMS create the menus once you created the pages, not the other way round. When creating pages or categories you have the option to make them the child of an existing page/category. All menus, horizontal bars, and page/category widgets update automatically. Categories only appear after they have at least one post

Can you please give me an example of how to add a new page/category?

I figured it out!