By default only people in the admin group can add permanent channels to your Mumble server. If you have not added anyone to the admin group yet, then log in to your Mumble server as SuperUser.
Once logged in with the appropriate level of access, follow the below steps.
Right-click on the channel that you wish to add a sub-channel to, then click Add.
The Add channel dialog box will then appear. Enter the Name of the channel you wish to create, and optionally enter a description. Make sure the Temporary check box is not checked. If you cannot uncheck the Temporary check box, this means the account you are using does not have the appropriate permission level to permanently add channels.
Click the OK button