NationBuilder will automatically add a subnav just above the content area for any top level page with more than one subpage. If you have a subpage of a subpage, the subnav will also have a drop down, as you can see here:

If this implementation doesn't work for you, you will find the liquid which controls the subnav in the _breadcrumbs.html partial and you can try to hack together a third level nav which exists within the top nav.