On the menus dashboard (admin page -> Appearance -> Menus) you can build your slide menu. Under “Manage Locations” you can assign the created menu to the slide menu area.
Just build your menu as you’re already used to. Create submenus, subsubmenus… The slide menu will handle them all correctly.
The slide menu will be accessible, after the menu icon is visible on front-end (mobile/tablet view of the sticky header or usage of the menu icon widget in the header area or somewhere else).