need some help with sub-menu …

I am new to wordpress, actually this is my first day using it. I do understand the concept because I have been using other CMS like joomla and drupal but I just can’t warp my head around how to create submenu.

What I am trying to acomplish is basically something like this website:

http://www.webspaceworks.com/resources/

If you click on any main menu (Portfolio, Articles, Resources, etc…) you will notice that on the left side you get a different submenu for each one. I need my submenu to be detached from the menu exactly like that website.

Do I need some kind of pulgin for this to work? Am I missing something in word press that I should be enabling?

Thanks for your help!