Multi-Nested Lists - The First Example

This seems like a stupid question, but I can't seem to find anything helpful.

I've got a multi-nested list. I can't seem to drop items into lowest layer of the list. The structure I want is exactly the same as the first example on the website page ([Site](https://johnny.github.io/jquery-sortable/)), directly under 'Features'.

I have tried to find the code for this example but I can't see it anywhere.

Does anyone know where it is? Or can anyone give me a simple example of how it's done? I'm not sure where I'm going wrong.

Every li has a child ol, but getting into the lowest layer doesn't work, and attempting to drop an li into an li item with no current children also doesn't work.

Thanks in advance,
Alex