Please find sample code which will give you an idea to achieve your target by using jQuery. Later you can write similar code in better way.
HTML:
<ul>
<li id="liFirst">A</li>
<li id="liSecond">B</li>
<li id="liThird">C</li>
</ul>
Script Code:
$("#liSecond").one("click",function() {
$("#liSecond").append("<ul><li id="sceondChild">B1</li></ul>");
})
$("#liSecond").on("click", "li#sceondChild", function(){
$("#sceondChild").append('<ul><li>B11</li></ul>');
})