Hi Anais,
There are only 2 level navigation allowed by the Web Client UI framework.
Please refer to the UI Guidelines by SAP at the below link:
[UI GUIDELINES FOR CRM WEBCLIENT USER INTERFACE|
It is around 13 MB article - may give you problems with some browsers.
Instead of opening it directly - try to right click and save on the desktop and then open.
Regards,
Ankit Gupta