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I don't think it's possible directly (I've tried) but you can simulate this with HTML, by creating a link to a new page. You can add the link as often as you like, in any place you like. It doesn't give you the Main/sub/sub name that you want but it may do what you're trying to do.
Sorry that we missed this. Phillip is correct. You are not able to set up a 2 level directory. You can if you wish set it up so that your main page has a link to a hidden subpage and that page contains another link to a hidden subpage. But the URL will still display as: yoursite.yolasite.com/subpage2.