Breadcrumb NavXT produces locational breadcrumb trails, these are not dependent on a visitor's actual method of arriving at a page. They represent a resource's (post/page/archive/search) actual location within the site hiearchy (all the way back to your main site, if you have it configured that way). These are the only type of breadcrumb trails that are easy to generate. You should be able to generate trails such as:
Main Site > Sub Site > Blog > Parent Category > Child Category > Grand Child Category > Post
Main Site > Sub Site > Parent Page > Child Page > Grand Child Page > Current Page
Note that the depth of the child pages and categories is only limited by how deep your PHP install allows recursion (much higher than the practical limit for a breadcrumb trail). Also, note that those examples assume you enable including the Main Site breadcrumb in the trail and you are using a static front page on the sub site. You don't have to use either, and can get various sub sets of the example breadcrumb trails.
Additionally, breadcrumb trails that include the specific steps a user takes to get to a page require tracking via cookies, which requires disclosure and opt in under EU privacy laws (IANAL but this is the understanding I have of the law), you don't really want to go there.
Feel free to reply if you still have questions, I'll try to explain how things work with the plugin.