Hi Rudy,
I presume you are referring to a MenuBar. If you use the Visual Studo designer to build a menu, you will get the code you want on the *.Designer.cs file.
Anyway a MenuItem has a MenuItems property that is a collection of all sub-items, more precisely, a MenuItem[]. All you have to do is to add a MenuItem to the MenuItems collection like this
Snippet
this.myMenuItem.MenuItems.Add(this.myMenuSubItem);
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