Hello and welcome to the forum.
If you are using Zorin Lite (XFCE desktop) there is a function called "main menu" which lets you edit/create (sub)menus.
@eyot. Can you remind us which version and flavour of ZorinOS you are using?
If you have Gnome flavour then I cant see how you can increase the nesting of apps beond the one level. However, others may know a way.
It may also be different on XFCE flavours of ZorinOS, but I cannot check that myself.
It is possible with XFCE.
Can you describe how?
Open terminal and issue the command:
menulibre
Well... yes, but how do you use Alacarte (Main Menu) or MenuLibre to create Sub-Categories?
Click on the plus sign (+) on the left top to add directory.
That adds a Category directory... But is there an option to cascade that under an existing directory to make it a sub category?
If you select any of the category before clicking the plus sign, it will make a subcategory there.
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Got it; just successfully made one. I learned a new thing, today. 
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Wow, it sounds so unreal.
I knew something you did not know?
As you said somewhere collected brains are better than one 
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I am not so sure whether the OP @eyot is still with us, but I summarise how to create cascading/sub menu in XFCE desktop.
-
Open Menu Editor from the list of programmes or
from terminal (ctrl+ alt +T)
menulibre -
Select the directory where you would like to create a sub menu and click on the plus (+) sign in a tool bar.
@Aravisian do you think you can tick this question as solved if OP never comes back to this thread? I think it would help for the future visitors who have a same question.
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Nope.
I think I do not have a same privilege as you do.
This is what I see when clicking on the three dots under my post.
I made a mistake!
it should have been (ctrl + alt + T)
@zabadabadoo and @Aravisian
Can you edit the solution section if the original posting?
I do not want to misguide the beginners.
Sorry for the post & run guys
Shortly after posting this I received some family news that's knocked me sideways and I'm not really feeling it at the moment
Also I'd forgotten how good you guys were, I wasn't expecting replies this quickly
Would anyone mind if I put a pin in this & got back to it when I'm able to concentrate again ?
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You are always welcome here to ask questions.
I am sure all volunteers in this forum are more than happy to help you out 
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Maybe this can help you
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Sadly, that Classic Menu has been deprecated and is no longer available.
But you have the right idea- sometimes installing a different menu can solve problems.
On XFCE, I use Whiskermenu in addition to the Zorin Menu.
On Cinnamon on Zorin, I use Cinnamenu on one monitor and Stark Menu on the other.
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