I want the categories to appear hierarchically on the page.
Would a menu support a hierarchical appearance as opposed to the sidebar? In other words, do menus support multiple sub-levels?
Pages bloggers create are static and are for content that rarely changes. They sit outside of the blog structure and you cannot post to multiple pages in any blog. There is only one main page for posts in a blog and all posts will display on the main blog page. There is no way to exclude posts from the main posts (blog) page. The front page of the blog by default will display your posts (not pages) in reverse chronological order, with the most recently published post on top.
Though there is only one dynamic page in a blog for posts and we cannot post to more than that one page, we can create the appearance that we have posted to more than one page. We organize posts by assigning categories to them. We can also create a hierachy of categories and sub-categories. When we publish posts, not pages the software automatically adds them to the dynamic Categories and sub-categories pages.
You can create a custom menu and add the dynamic Categories pages and sub-categories pages, which are automatically created by the software when we publish posts, into the custom menu.
create custom menu http://en.support.wordpress.com/menus/
add dynamic category and sub-catgory pages created by the software to it
order the dynamic categories and sub-categories pages
Here’s a link to a custom menu walkthrough > http://onecoolsitebloggingtips.com/2011/08/11/wordpress-com-custom-menu-walk-through/
There are many common errors, misunderstanding and misconceptions when creating custom menus and you can read about them here > http://wpbtips.wordpress.com/2011/12/19/custom-menus/