How to create my own submenu

I’m building a large wordpress webpage with a lot of subpages. To make it easy for the user I want to use a sub-navigation to the left at every page.

It’s suppose to look and work like this: https://www.dcarnegiegroup.se/en/corporate-governance/

But since the webpage is large I don’t want to create like 10 different menus with the menu-tool. I want to build my own menu that automatically displays the correct pages, depending on which subpage you are on.

Any suggestions how to do this?