Multilevel Categories & Menu - How To?
There won't be a definite answer to this question as this can be achieved in a lot of possible ways. Depending on your knowledge in drupal you could start with the built-in drupal taxonomy system that enables you to classify your content as needed (e.g. with a tree-like-hierarchy or even related terms). To build the menu you can try the taxonomy menu module or use Views to create this manually. 

For a start i recommend reading through this overview: https://www.drupal.org/documentation/modules/taxonomy