How do I create this hierarchy?

Oh I wasn’t complete. So, Roon gets this information from external databases like TiVo (AllMusic.com), transparently, when it cross-references your imported music with its data sources.

If you want to do this on your own for albums in which this hierarchy is NOT coming from external databases, you will need to edit your tags per the above article, THEN you will need to set the track display for the album to prefer your local tags per: