There is no direct native support in Bootstrap v4.1. You need to manually customize the existing coding structure in BootStrap. But if you are just learning bootstrap, that can be tricky.
A small suggestion for you: Go for newer frameworks like the one my company has developed: https://www.offra.io/components/dropdown.php
You can use Offra to achieve such multilevel dropdowns without much overheads! You can just try it yourself the below code snippet:
<div class="dropdown">
<button class="btn" id="dropdown8" data-activity="dropdown">Drop Down</button>
<div class="offra-dropdown sh-3dp" data-target-dropdown="dropdown8">
<ul>
<li>
<a href="#">
Menu1-label 1
</a>
</li>
<li>
<a href="#">
Menu2-label 1
</a>
<ul>
<li>
<a href="#">
Menu2-child1-label 2
</a>
<ul>
<li>
<a href="#">
Menu2-child1-label 3
</a>
</li>
<li>
<a href="#">
Menu2-child2-label 3
</a>
</li>
</ul>
</li>
<li>
<a href="#">
Menu2-child2-label 2
</a>
</li>
</ul>
</li>
<li>
<a href="#">
Menu3-label 1
</a>
<ul>
<li>
<a href="#">
Menu3-child1-label 2
</a>
<ul>
<li>
<a href="#">
Menu3-child1-label 3
</a>
</li>
<li>
<a href="#">
Menu3-child2-label 3
</a>
</li>
</ul>
</li>
<li>
<a href="#">
Menu3-child2-label 2
</a>
</li>
</ul>
</li>
<li>
<a href="#">
Menu4-label 1
</a>
</li>
</ul>
</div>
</div>