Yes but only stories can have sub-items in Sprint.ly.
We view tasks, tests, and defects as discrete units of work (e.g. "Add column foo to table bar.") while we view stories as larger implementations which require multiple steps, usually spanning teammates or entire teams.
To add a sub-item to a story:
Click on any story card title anywhere in the UI (Dashboard, Timelines, or Items view).
Click on the "Add item to story" button inside the item card on the item detail page (permalink page).
Enter item details as per usual.
Note: Sub-items automatically inherit the parent's tags. You may edit them when creating the sub-item or afterwards via the normal edit functionality.