You add sub keywords using the Index Designer. Basically, from the Project Manager pod, find the Index section and expand it. Then double-click the default index.
From the Index Designer pod, click the term you want to be the main term so it's selected, then click the icon to insert the sub-keyword.
Type your Sub-Keyword term and press Enter
Then right-click the bottom area and choose the topic to map the sub keyword to.
There is also an undocumented trick: If you have a keyword, make it : keyword\subkeyword. This will add a subkeyword below the keyword as well. Works great in topic properties, but I haven't tried it from topic content yet.
Thanks for the tip. I've used RoboHelp for 20 years and in all that time I've never once added keywords using Topic Properties. For some reason adding them that way never seemed intuitive to me.