Hi,
in BEx level not possible to create the hier.
you can create the at BW designing level or import form the ECC system if functional team is maintained.
while creating the hier first know which object creating the hier.
go to the info object -> select hier tab -> select the with hier and select the time dependent and time-independent based on the requirements.
find the "how to create the hier in SAP BW"
Thanks,
Phani.