Hello @craigmckee,
In the demo site, Technology is a category and all subitems under the Technology menu are also category but not posts.
If you want your menu same as demo site, follow steps as below:
Go to Appearance > Menus, edit the menu you have made( or create a new menu if you haven’t made yet) and from left sidebar( Add menu items ), click on Categories and choose the category of your choice and click Add to Menu. Then, again add other categories to the menu and drag it to the right to make it submenu. If you want to add posts as a submenu, you need to manually choose Posts from left side and add it to menu.
I hope you are clear. You can refer this article for brief explaination on multilevel menus: https://docs.presscustomizr.com/article/204-how-to-create-multilevel-hierarchical-menus-in-wordpress
Thanks.