I'm not sure if I understand correctly, but in form's designer right click on the component of the TMainMenu (that icon placed somewhere on the form, not the rendered menu at the top of the form). Then, from the popup menu you should see, select "Menu editor...". Or double-click that component icon. The rest should be self-explanatory.
EDIT: Reading once again your post I wonder if I get the problem. Is it the problem with showing the menu editor at all? Or maybe you don't know how to handle the menu editor commands? If it is the second case, then you should use right-click and the commands to add next items or submenus should appear.