[docs] Nested menu demo

### Related page

https://mui.com/material-ui/react-menu/

### Issue description

Prepared a [nested menu demo](https://stackblitz.com/edit/react-6sfbjhkx?file=Demo.tsx) to reply to a user. Maybe we can add this to the docs? If it makes sense, I can submit a PR.

### Context

The user asked if there is a way to implement nested menu out of the box.

**Search keywords**: menu