To create sub items in Accordion you need to use this syntax, also shown by the default content when you add the widget from the palette:
Item One
-Sub-Item 1.1
-Sub-Item 1.2
-Sub-Item 1.3
Item Two
Item Three
Item Four
To select a sub item just change the Selection property in Properties View like you normally would do for top level items. Let me know if you need more assistance.