Why doesn’t the subcategory show up as a submenu?
We are not having this issue on our sites. Be sure to run the WooCommerce Setup, which is required to begin importing products and as such, having your categories created.
I would do this first, as well as installing your other WooCommerce pages.
Please also do the following to ensure you don’t have a conflict with another plugin: https://kb.imsuccesscenter.com/kb/before-submitting-a-ticket/