Hello,

As you know the Product Categories under the Sidebar are appearing through the default WooCommerce Product Categories widget available under the Dashboard > Appearance > Widgets.

So, in that by default Subcategories show like it is shown here in the following Image: https://snipboard.io/bcIuga.jpg

So, you just need to make sure that you have made the Subcategories on your Site under the Dashboard > Product > Categories > and then it will show in the Sidebar.

Best Regards