Depends on what you mean by "sub categories" and "sub forums".
Here is how our "Forum" plugin works.

1. You install the plugin.
2. Log in as admin>>go to "Forum" page>>click "Customize this page" button.


2. On the "Customize this page", click "Add new Forum":


3. Fill in "Section name" and "Forum name">>click "Add"


4. On the front end you will get a new section, and under the section list of forums:



So "section" is kind of a forum category and forums themselves are like subforums.

Hello

I meant a forum name that if i will click on it it will show me other sub forums.

For example after pressing on "Class a" it will show its subjects- Math, History,...

Thanks for clarification.
Oxwall doesn't have this feature in standard "Forum" plugin.

Is there any plugin for this option?

I am not aware of this kind of plugin.
You can search in Oxwall Store.