You don't mention where -- in what kind of report/ region -- you want use this. In any case, it "sounds" like you want a "cascading select list".
If you do a search for "cascading select list", you will get lots of threads to look at. Even before doing that, you might Google "Oracle apex cascading select list" and see the blog articles on this feature by Patrick Wolf and others.
Actually the link you have given contains the horizontal drop down list.. I want that kind of list as a left side menu. Each menu item will have submenus in it. When ever I click on the menu item, the submeus will be visible to the user. Otherwise they will be hided.