How to create a drop down in select tag in HTML, from Tree type data

I want to mimic something like below which is implemented in desktop application using WPF custom controls. I got to know that its not possible in HTML in a straight forward way as Select tag have these limitations. Can someone guide me how to proceed further and mimic the same result in front end. So I am getting tree like data from REST API. How can I best display it in front end and when user selects a particular menu I need to display the corresponding data accordingly. Please guide me. I really need some assistance!