One thing you need to know is that Frontpage is one of the worst WYSIWYG editors out there (WYSIWYG-What You See Is What You Get, meaning that you make your site graphically instead of writing code). I originally learned how to make websites in Frontpage through a bad course at my high school, but once I got deeper into web design I realized how bad it was.
As far as submenus go, I know that older versions (2000 or whatever it was and lower) did not support them. Based on Frontpage's reputation, I would say that it is not capable of doing it.
I personally use Macromedia Dreamweaver now, but I don't know if Dreamweaver can do that either. Submenus do require a bit of coding most of the time, some a lot more than others depending on the style of submenu. If you'd like some further advice or assistance, I and/or others would be happy to help you out.