It looks like that is part of what I need to add to the documentation.
you can make a wiki 'hello' and a wiki 'hello/there' you will get a tree is the sidebar like this:
hello
- there
you can make as many levels as you want.
if you have existing wikis you can rename them to make this happen, so if you have a wiki 'project1' and a wiki 'work' you could rename project1 to 'work/project1' and it would be listed under the work wiki.