Hi,
So, let's suppose that you have a menu item "Products", and then a sub menu item "Blowers and Fans".
By default, if you click on a product of that menu item, the link will be products/blowers-and-fans/product/xxxx
where xxxx is the alias of the product.
So, if you want the link to also include the "Twin Blowers" alias, you need to create a sub menu item with that category selected in its "main category" setting, and the "Blowers and Fans" menu item selected in its parent menu item setting.
This will give you the link products/blowers-and-fans/twin-blowers/product/xxxx
And the "product" part comes from the "Product SEF name" setting of the HikaShop configuration, so you can empty that setting if you don't want it. That will give you the link you want.
Note that this only applies when the "Force canonical URLs on listings" setting is turned off, or if you don't have a canonical URL in the product. Otherwise, the system will use the canonical URL of the product and not generate it dynamically based on the menu items structure.