The 3rd level of the menu

Hi there 😀 in Focus theme , to show the categories in menu , they use functions: wp_nav_menu();
The default function wp_nav_menu(); will show all the sub-categories , sub sub-categories, sub sub-sub-categories ,ect.. but in this theme they just build css style and some agruments for wp_nav_menu() functions to support just 1 sub-categories and list all posts there.
Well , you can  read more here : http://codex.wordpress.org/Function_Reference/wp_nav_menu
Good luck !